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 |
12 p, 373.9 KB |