Singularity of generalized grey Brownian motions with different parameters

DOI10.1080/07362994.2018.1452153zbMath1401.60069arXiv1611.02495OpenAlexW2552979373WikidataQ57821952 ScholiaQ57821952MaRDI QIDQ4685701

José Luís da Silva, Mohamed Erraoui

Publication date: 9 October 2018

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

Full work available at URL: https://arxiv.org/abs/1611.02495

zbMATH Keywords

fractional Brownian motionergodicitymixing\(p\)-variationgeneralized grey 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 (2)

Singularity among selfsimilar Gaussian random fields with different scaling parameters and others ⋮ Stochastic solutions of generalized time-fractional evolution equations

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