Singularity of Subfractional Brownian Motions with Different Hurst Indices
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Publication:2893292
DOI10.1080/07362994.2012.668446zbMath1242.60038MaRDI QIDQ2893292
Publication date: 20 June 2012
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2012.668446
60G22: Fractional processes, including fractional Brownian motion
60G17: Sample path properties
60G30: Continuity and singularity of induced measures
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Cites Work
- Stochastic analysis of the fractional Brownian motion
- Sub-fractional Brownian motion and its relation to occupation times
- Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
- Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processes
- Statistical Inference for Fractional Diffusion Processes
- Singularity of Fractional Brownian Motions with Different Hurst Indices
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