Displaying similar documents to “On the local time of sub-fractional Brownian motion”

Local time and related sample paths of filtered white noises

Raby Guerbaz (2007)

Annales mathématiques Blaise Pascal

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We study the existence and the regularity of the local time of filtered white noises X = { X ( t ) , t [ 0 , 1 ] } . We will also give Chung’s form of the law of iterated logarithm for X , this shows that the result on the Hölder regularity, with respect to time, of the local time is sharp.

Minimal thinness for subordinate Brownian motion in half-space

Panki Kim, Renming Song, Zoran Vondraček (2012)

Annales de l’institut Fourier

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We study minimal thinness in the half-space H : = { x = ( x ˜ , x d ) : x ˜ d - 1 , x d > 0 } for a large class of subordinate Brownian motions. We show that the same test for the minimal thinness of a subset of H below the graph of a nonnegative Lipschitz function is valid for all processes in the considered class. In the classical case of Brownian motion this test was proved by Burdzy.