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.
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页数：14
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