Local times for grey Brownian motion

Silva, J. L. da

http://hdl.handle.net/10400.13/2888

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Authors

Silva, J. L. da

Abstract(s)

In this paper we study the grey Brownian motion, namely its representation and local time. First it is shown that grey Brownian motion may be represented in terms of a standard Brownian motion and then using a criterium of S. Berman, Trans. Amer. Math. Soc., 137, 277–299 (1969), we show that grey Brownian motion admits a λ-square integrable local time almost surely (λ denotes the Lebesgue measure). As a consequence we obtain the occupation formula and state possible generalizations of these results.

Keywords

Brownian motion Grey Brownian motion Local time . Faculdade de Ciências Exatas e da Engenharia

URI

http://hdl.handle.net/10400.13/2888

Citation

Silva, J. L. (2015, January). Local times for grey Brownian motion. In International Journal of Modern Physics: Conference Series (Vol. 36, p. 1560003).