Some path properties of weighted-fractional Brownian motion
DOI10.1080/17442508.2013.878345zbMATH Open1337.60055OpenAlexW1964999084MaRDI QIDQ2811103FDOQ2811103
Zhi Wang, Huiting Jing, Litan Yan
Publication date: 10 June 2016
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2013.878345
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weighted-fractional Brownian motion\(\alpha\)-strong variationstrong local non-determinismthe collision local time and the iterated logarithm
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17)
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Cited In (10)
- A law of iterated logarithm for the subfractional Brownian motion and an application
- On limit theorems of some extensions of fractional Brownian motion and their additive functionals
- Small ball probabilities for integrals of weighted Brownian motion
- Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion
- Title not available (Why is that?)
- The quadratic covariation for a weighted fractional Brownian motion
- On the cross-variation of a class of stochastic processes
- Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion
- Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion
- Some singular sample path properties of a multiparameter fractional Brownian motion
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