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Local times for grey Brownian motion
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Autores
Orientador(es)
Resumo(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.
Descrição
Palavras-chave
Brownian motion Grey Brownian motion Local time . Faculdade de Ciências Exatas e da Engenharia
Contexto Educativo
Citação
Silva, J. L. (2015, January). Local times for grey Brownian motion. In International Journal of Modern Physics: Conference Series (Vol. 36, p. 1560003).
Editora
World Scientific Publishing