Some sample path properties of multifractional 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: Stochastic Processes and their Applications
سال: 2015
ISSN: 0304-4149
DOI: 10.1016/j.spa.2015.05.008