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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