On the local time of sub-fractional Brownian motion

DOI10.5802/ambp.288zbMath1231.60033OpenAlexW1964117765MaRDI QIDQ617051

Ibrahima Mendy

Publication date: 20 January 2011

Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AMBP_2010__17_2_357_0

zbMATH Keywords

local timelocal nondeterminismsub-fractional Brownian motionChung's type law of iterated logarithm

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Self-similar stochastic processes (60G18)

Related Items

An extension of sub-fractional Brownian motion ⋮ Least squares estimation for the drift parameters in the sub-fractional Vasicek processes ⋮ Continuity in law of some additive functionals of bifractional Brownian motion ⋮ Moduli of continuity of the local time of a class of sub-fractional Brownian motions ⋮ On limit theorems of some extensions of fractional Brownian motion and their additive functionals ⋮ Stochastic delay evolution equations driven by sub-fractional Brownian motion ⋮ On the existence and the Hölder regularity of the local time of the Brownian bridge ⋮ On the Besov regularity of the bifractional Brownian motion

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