Green Measures for a Class of Non-Markov Processes

被引：0
|
作者：
Suryawan, Herry P. [1 ]
da Silva, Jose L. [2 ]
机构：
[1] Sanata Dharma Univ, Dept Math, Yogyakarta 55281, Indonesia
[2] Univ Madeira, Fac Exact Sci & Engn, CIMA, Campus Penteada, P-9020105 Funchal, Portugal
来源：
MATHEMATICS | 2024年 / 12卷 / 09期
关键词：
fractional Brownian motion; generalized grey Brownian motion; green measure; subordination;
D O I：
10.3390/math12091334
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper, we investigate the Green measure for a class of non-Gaussian processes in R-d. These measures are associated with the family of generalized grey Brownian motions B-beta,B-alpha, 0 < beta <= 1, 0 < alpha <= 2. This family includes both fractional Brownian motion, Brownian motion, and other non-Gaussian processes. We show that the perpetual integral exists with probability 1 for d alpha > 2 and 1 < alpha <= 2. The Green measure then generalizes those measures of all these classes.
引用
收藏
页数：8
相关论文
共 50 条
12345