On limit theorems of some extensions of fractional Brownian motion and their additive functionals

被引：1

作者：

Ouahra, M. Ait ^{[1
,2
]}

Moussaten, S. ^{[1
,2
]}

Sghir, A. ^{[3
]}

机构：

[1] Fac Sci, Lab Modelisat Stochast & Deterministe, Oujda 717, BP, Morocco

[2] URAC 04, Oujda 717, BP, Morocco

[3] Fac Sci Meknes, Dept Math & Informat, Zitoune 11201, Morocco

来源：

STOCHASTICS AND DYNAMICS | 2017年 / 17卷 / 03期

关键词：

Bifractional Brownian motion; subfractional Brownian motion; weighted fractional Brownian motion; increment process; tangent process; local time; fractional derivative; LOCAL-TIMES; PATH PROPERTIES;

D O I：

10.1142/S0219493717500228

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper is divided into two parts. The first deals with some limit theorems to certain extensions of fractional Brownian motion like: bifractional Brownian motion, subfractional Brownian motion and weighted fractional Brownian motion. In the second part we give the similar results of their continuous additive functionals; more precisely, local time and its fractional derivatives involving slowly varying function.

引用

页数：14

共 23 条

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