Some path properties of weighted-fractional Brownian motion

DOI10.1080/17442508.2013.878345zbMath1337.60055OpenAlexW1964999084MaRDI QIDQ2811103

Zhi Wang, Huiting Jing, Litan Yan

Publication date: 10 June 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2013.878345

zbMATH Keywords

weighted-fractional Brownian motion\(\alpha\)-strong variationstrong local non-determinismthe collision local time and the iterated logarithm

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17)

Related Items (6)

A law of iterated logarithm for the subfractional Brownian motion and an application ⋮ Unnamed Item ⋮ Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion ⋮ Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion ⋮ On limit theorems of some extensions of fractional Brownian motion and their additive functionals ⋮ The quadratic covariation for a weighted fractional Brownian motion

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