Conditions for singularity for measures generated by two fractional psuedo-diffusion processes

DOI10.1080/07362994.2015.1108851zbMath1344.60041OpenAlexW2281063802MaRDI QIDQ2804509

B. L. S. Prakasa Rao

Publication date: 29 April 2016

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2015.1108851

zbMATH Keywords

fractional Brownian motionBrownian motionHurst indexsingular measuressubfractional Brownian motionBaxter theoremfractional pseudo-diffusion processes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Continuity and singularity of induced measures (60G30)

Related Items (1)

Singularity of generalized grey Brownian motions with different parameters

Cites Work

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