The Lower Classes of the Sub-Fractional Brownian Motion

DOI10.1007/978-3-642-22368-6_4zbMath1251.60033MaRDI QIDQ2914789

Charles El-Nouty

Publication date: 21 September 2012

Published in: Stochastic Differential Equations and Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-22368-6_4

zbMATH Keywords

fractional Brownian motion; Hurst index; integral test; sub-fractional Brownian motion; lower classes

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

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Cites Work

• Lower classes of the Riemann-Liouville process
• A series expansion of fractional Brownian motion
• Convex measures on locally convex spaces
• Small values of Gaussian processes and functional laws of the iterated logarithm
• Sub-fractional Brownian motion and its relation to occupation times
• Lower classes for fractional Brownian motion
• Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
• On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
• Some properties of the sub-fractional Brownian motion
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