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Some path properties of weighted-fractional Brownian motion - MaRDI portal

Some path properties of weighted-fractional Brownian motion (Q2811103)

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scientific article; zbMATH DE number 6591422
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Some path properties of weighted-fractional Brownian motion
scientific article; zbMATH DE number 6591422

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    Some path properties of weighted-fractional Brownian motion (English)
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    10 June 2016
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    weighted-fractional Brownian motion
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    strong local non-determinism
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    \(\alpha\)-strong variation
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    the collision local time and the iterated logarithm
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