The Lower Classes of the Sub-Fractional Brownian Motion

DOI10.1007/978-3-642-22368-6_4zbMath1251.60033OpenAlexW115544079MaRDI QIDQ2914789

Charles El-Nouty

Publication date: 21 September 2012

Published in: Stochastic Differential Equations and Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-22368-6_4

zbMATH Keywords

fractional Brownian motionHurst indexintegral testsub-fractional Brownian motionlower classes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)

Related Items (5)

Lower functions and Chung's LILs of the generalized fractional Brownian motion ⋮ Optimization of small deviation for mixed fractional Brownian motion with trend ⋮ On the sub-mixed fractional Brownian motion ⋮ An Approximation of Subfractional Brownian Motion ⋮ Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation

Cites Work

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• Lower classes of the Riemann-Liouville process
• A series expansion of fractional Brownian motion
• Convex measures on locally convex spaces
• Small values of Gaussian processes and functional laws of the iterated logarithm
• Sub-fractional Brownian motion and its relation to occupation times
• Lower classes for fractional Brownian motion
• Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
• On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
• Some properties of the sub-fractional Brownian motion

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