The Lower Classes of the Sub-Fractional Brownian Motion
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Publication:2914789
DOI10.1007/978-3-642-22368-6_4zbMath1251.60033MaRDI QIDQ2914789
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
fractional Brownian motion; Hurst index; integral test; sub-fractional Brownian motion; lower classes
60G22: Fractional processes, including fractional Brownian motion
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Cites Work
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- Sub-fractional Brownian motion and its relation to occupation times
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- 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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