Occupation time problems for fractional Brownian motion and some other self-similar processes

DOI10.1515/ROSE.2009.005zbMath1224.60199OpenAlexW2070898117MaRDI QIDQ3077688

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Publication date: 22 February 2011

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2009.005

zbMATH Keywords

fractional Brownian motionlocal timestrong approximationstrong topologyself-similar processfractional derivative, Hilbert transform

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items

Occupation time problem for multifractional Brownian motion

Cites Work

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• On Occupation Times for Markoff Processes
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• [https://portal.mardi4nfdi.de/wiki/Publication:5186512 Continuity of local times for L�vy processes]
• Fractional Brownian Motions, Fractional Noises and Applications