A self-similar Gaussian process

被引：1
|
作者：
Sghir, Aissa [1 ,2 ]
机构：
[1] Fac Sci Oujda, Lab Modelisat Stochast & Deterministe, BP 717, Oujda, Morocco
[2] URAC 04, Oujda, Morocco
来源：
RANDOM OPERATORS AND STOCHASTIC EQUATIONS | 2014年 / 22卷 / 02期
关键词：
Besov spaces; sub-fractional Brownian motion; fractional Brownian motion; P-variation; invariance principle; Chung's type law of iterated logarithm;
D O I：
10.1515/rose-2014-0009
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：
In this paper we introduce and study a self-similar Gaussian process denoted by S-H,S-K with parameters H is an element of (0, 1) and K is an element of [0, 1]. This process generalizes the well-known fractional Brownian motion introduced by Mandelbrot and Van Ness [10], the sub-fractional Brownian motion introduced by Bojdecki, Gorostiza and Talarczyket [3] and the Gaussian process introduced by Lei and Nualart [9] in order to obtain a decomposition in law of the bifractional Brownian motion.
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页码：85 / 92
页数：8
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