Local times for grey Brownian motion

DOI10.1142/S2010194515600034zbMATH Open1337.60187OpenAlexW2171799955WikidataQ57822010 ScholiaQ57822010MaRDI QIDQ2803667FDOQ2803667

Authors: J. L. Da Silva 

Publication date: 2 May 2016

Published in: International Journal of Modern Physics: Conference Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s2010194515600034

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zbMATH Keywords

local timestandard Brownian motiongrey Brownian motionoccupation formula

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Brownian motion (60J65) Local time and additive functionals (60J55) Self-similar stochastic processes (60G18)

Cites Work

• Generalized grey Brownian motion local time: existence and weak approximation
• Mittag-Leffler analysis. I: Construction and characterization

Cited In (4)

• Brownian local time
• A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation
• Title not available (Why is that?)
• Brownian local time

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