Sample path properties of bifractional Brownian motion
نویسندگان
چکیده
منابع مشابه
Sample Path Properties of Bifractional Brownian Motion
Let B = { B(t), t ∈ R+ } be a bifractional Brownian motion in R. We prove that B is strongly locally nondeterministic. Applying this property and a stochastic integral representation of B , we establish Chung’s law of the iterated logarithm for B , as well as sharp Hölder conditions and tail probability estimates for the local times of B . We also consider the existence and the regularity of th...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2007
ISSN: 1350-7265
DOI: 10.3150/07-bej6110