An extension of sub-fractional Brownian motion
Copyright policy )An extension of sub-fractional Brownian motion
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.
Local nondeterminism, Local time, fractional Brownian motion, Gaussian processes, bifractional Brownian motion, Bifractional Brownian motion, Local time and additive functionals, Fractional Brownian motion, local time, 60G18, Sub-fractional Brownian motion, Self-similar stochastic processes, sub-fractional Brownian motion, local nondeterminism
Local nondeterminism, Local time, fractional Brownian motion, Gaussian processes, bifractional Brownian motion, Bifractional Brownian motion, Local time and additive functionals, Fractional Brownian motion, local time, 60G18, Sub-fractional Brownian motion, Self-similar stochastic processes, sub-fractional Brownian motion, local nondeterminism
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