The sub-bifractional Brownian motion-Reference-Cited by-同舟云学术

The sub-bifractional Brownian motion

Published:2013-03-01 Issue:1 Volume:50 Page:67-121
ISSN:0081-6906
Container-title:Studia Scientiarum Mathematicarum Hungarica
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Author:

El-Nouty Charles¹,Journé Jean-Lin²

Affiliation:

1. 1 Université Paris XIII Sorbonne Paris Cité, LAGA 99 avenue J-B Clément 93430 Villetaneuse France

2. 2 Université Paris VI Faculté de Mathématiques 4 place Jussieu 75252 Paris Cedex 05 France

Abstract

The sub-bifractional Brownian motion, which is a quasi-helix in the sense of Kahane, is presented. The upper classes of some of its increments are characterized by an integral test.

Publisher

Akademiai Kiado Zrt.

Subject

General Mathematics

Link

https://www.akademiai.com/doi/pdf/10.1556/sscmath.50.2013.1.1231

Reference18 articles.

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3. Inequalities for increments of stochastic processes and moduli of continuity;Csáki E.;Ann. Probab.,1992

4. How big are the increments of a Wiener process?;Csörgő M.;Ann. Probab.,1979

5. The increments of a bifractional Brownian motion;El-Nouty C.;Studia Sci. Math. Hungar.,2009

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