An extension of sub-fractional Brownian motion

Web of Science: 1 citas, Scopus: 1 citas, Google Scholar: citas

Fecha:	2013
Resumen:	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.
Derechos:	Tots els drets reservats.
Lengua:	Anglès
Documento:	Article ; recerca ; Versió publicada
Materia:	Sub-fractional Brownian motion ; Bifractional Brownian motion ; Fractional Brownian motion ; Local time ; Local nondeterminism
Publicado en:	Publicacions matemàtiques, Vol. 57, Núm. 2 (2013) , p. 497-508, ISSN 2014-4350

$An extension of sub-fractional Brownian motion$

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Registro creado el 2013-06-25, última modificación el 2022-09-04