A note on the local time of fractional Brownian motion

DOI10.1023/A:1021756929498zbMath0921.60068MaRDI QIDQ1283446

Namiko Ogawa, Yuji Kasahara

Publication date: 13 April 1999

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionsingular limit theoremlocal time at the origin

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (1)

Properties of local-nondeterminism of Gaussian and stable random fields and their applications

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