Local independence of fractional Brownian motion

Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion

On time-dependent neutral stochastic evolution equations with a fractional Brownian motion and infinite delays

In this paper, we consider a class of time-dependent neutral stochastic evolution equations with the infinite delay and a fractional Brownian motion in a Hilbert space. We establish the existence and uniqueness of mild solutions for these equations under non-Lipschitz conditions with Lipschitz conditions being considered as a special case. An example is provided to illustrate the theory

Effects of Brownian motion and Thermophoresis on MHD Mixed Convection Stagnation-point Flow of a Nanofluid Toward a Stretching Vertical Sheet in Porous Medium

This article deals with the study of the two-dimensional mixed convection magnetohydrodynamic (MHD) boundary layer of stagnation-point flow over a stretching vertical plate in porous medium filled with a nanofluid. The model used for the nanofluid incorporates the effects of Brownian motion and thermophoresis in the presence of thermal radiation. The skin-friction coefficient, Nusselt number an...

Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes

In this paper we prove exact forms of large deviations for local times and intersection local times of fractional Brownian motions and Riemann–Liouville processes. We also show that a fractional Brownian motion and the related Riemann–Liouville process behave like constant multiples of each other with regard to large deviations for their local and intersection local times. As a consequence of o...

Indicator Fractional Stable Motions

Abstract Using the framework of random walks in random scenery, Cohen and Samorodnitsky (2006) introduced a family of symmetric α-stable motions called local time fractional stable motions. When α = 2, these processes are precisely fractional Brownian motions with 1/2 < H < 1. Motivated by random walks in alternating scenery, we find a complementary family of symmetric α-stable motions which we...