Singularity of Subfractional Brownian Motions with Different Hurst Indices

DOI10.1080/07362994.2012.668446zbMath1242.60038OpenAlexW2048222979MaRDI QIDQ2893292

B. L. S. Prakasa Rao

Publication date: 20 June 2012

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

Full work available at URL: https://doi.org/10.1080/07362994.2012.668446

zbMATH Keywords

singularityHurst indexsubfractional Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Continuity and singularity of induced measures (60G30)

Related Items (5)

Unnamed Item ⋮ Fractional processes and their statistical inference: an overview ⋮ Singularity among selfsimilar Gaussian random fields with different scaling parameters and others ⋮ Singularity of generalized grey Brownian motions with different parameters ⋮ Conditions for singularity for measures generated by two fractional psuedo-diffusion processes

Cites Work

• Stochastic analysis of the fractional Brownian motion
• Sub-fractional Brownian motion and its relation to occupation times
• Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
• Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes
• Statistical Inference for Fractional Diffusion Processes
• Singularity of Fractional Brownian Motions with Different Hurst Indices
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