Local times for grey Brownian motion

DOI10.1142/S2010194515600034zbMath1337.60187OpenAlexW2171799955WikidataQ57822010 ScholiaQ57822010MaRDI QIDQ2803667

João Lita da Silva

Publication date: 2 May 2016

Published in: International Journal of Modern Physics: Conference Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s2010194515600034

zbMATH Keywords

local timestandard Brownian motiongrey Brownian motionoccupation formula

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Diffusion processes (60J60) Self-similar stochastic processes (60G18) Local time and additive functionals (60J55)

Related Items (1)

A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation

Cites Work

• Mittag-Leffler analysis. I: Construction and characterization
• Generalized grey Brownian motion local time: existence and weak approximation

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