Moduli of continuity of the local time of a class of sub-fractional Brownian motions

DOI10.1515/ROSE-2017-0017zbMath1386.60020OpenAlexW2766565663MaRDI QIDQ1684054

Raby Guerbaz, Mohamed Ait Ouahra

Publication date: 4 December 2017

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2017-0017

zbMATH Keywords

weak convergencefractional Brownian motionlocal timesbifractional Brownian motiongeneralized sub-fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Local time and additive functionals (60J55) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cites Work

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• On the local time of sub-fractional Brownian motion
• Weak convergence towards two independent Gaussian processes from a unique Poisson process
• Path properties of a class of locally asymptotically self similar processes
• Joint continuity of Gaussian local times
• Occupation densities
• Small values of Gaussian processes and functional laws of the iterated logarithm
• Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields
• Sub-fractional Brownian motion and its relation to occupation times
• Sample path properties of bifractional Brownian motion
• An extension of sub-fractional Brownian motion
• Continuity in law with respect to the Hurst parameter of the local time of the fractional Brownian motion

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