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| Home > Articles > Published articles > An extension of sub-fractional Brownian motion |
| Date: | 2013 |
| Abstract: | In this paper, firstly, we introduce and study a self-similar Gaussian process with parameters H ∈ (0; 1) and K ∈ (0; 1] that is an extension of the well known sub-fractional Brownian motion introduced by Bojdecki et al. [4]. Secondly, by using a decomposition in law of this process, we prove the existence and the joint continuity of its local time. |
| Rights: | Tots els drets reservats.  |
| Language: | Anglès |
| Document: | Article ; recerca ; Versió publicada |
| Subject: | Sub-fractional Brownian motion ; Bifractional Brownian motion ; Fractional Brownian motion ; Local time ; Local nondeterminism |
| Published in: | Publicacions matemàtiques, Vol. 57, Núm. 2 (2013) , p. 497-508, ISSN 2014-4350 |
