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.

引用

页码：85 / 92

页数：8

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