An extension of sub-fractional Brownian motion

DOI10.5565/PUBLMAT_57213_11zbMath1302.60064OpenAlexW2060142495MaRDI QIDQ2637444

Aissa Sghir

Publication date: 11 February 2014

Published in: Publicacions Matemàtiques (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.pm/1386857706

zbMATH Keywords

local timebifractional Brownian motionlocal nondeterminismsub-fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18) Local time and additive functionals (60J55)

Related Items (3)

Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise ⋮ Moduli of continuity of the local time of a class of sub-fractional Brownian motions ⋮ On the existence and the Hölder regularity of the local time of the Brownian bridge

Cites Work

• On the local time of sub-fractional Brownian motion
• Weak convergence towards two independent Gaussian processes from a unique Poisson process
• Occupation densities
• Sub-fractional Brownian motion and its relation to occupation times
• Local Times and Sample Function Properties of Stationary Gaussian Processes
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