On the local time of sub-fractional Brownian motion

Ibrahima Mendy

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

Asymptotic behavior of weighted quadratic variation of bi-fractional Brownian motion

Rachid Belfadli (2010)

Annales mathématiques Blaise Pascal

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We prove, by means of Malliavin calculus, the convergence in $L^{2}$ of some properly renormalized weighted quadratic variations of bi-fractional Brownian motion (biFBM) with parameters $H$ and $K$ , when $H < 1 / 4$ and $K \in (0, 1]$ .

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 $X = {X (t), t \in [0, 1]}$ . 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.

Stochastic integral representation of the $L^{2}$ modulus of Brownian local time and a central limit theorem.

Hu, Yaozhong, Nualart, David (2009)

Electronic Communications in Probability [electronic only]

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Weak convergence to fractional Brownian motion in some anisotropic Besov space

M. Ait Ouahra (2004)

Annales mathématiques Blaise Pascal

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We give some limit theorems for the occupation times of 1-dimensional Brownian motion in some anisotropic Besov space. Our results generalize those obtained by Csaki et [] in continuous functions space.

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 $H : = {x = (\tilde{x}, x_{d}) : \tilde{x} \in ℝ^{d - 1}, x_{d} > 0}$ 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.

Curvilinear integrals along enriched paths.

Feyel, Denis, de La Pradelle, Arnaud (2006)

Electronic Journal of Probability [electronic only]

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

Asymptotic behavior of weighted quadratic variation of bi-fractional Brownian motion

Local time and related sample paths of filtered white noises

Stochastic integral representation of the L 2 modulus of Brownian local time and a central limit theorem.

Weak convergence to fractional Brownian motion in some anisotropic Besov space

Minimal thinness for subordinate Brownian motion in half-space

Curvilinear integrals along enriched paths.

Stochastic integral representation of the $L^{2}$ modulus of Brownian local time and a central limit theorem.