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Local times for grey Brownian motion
| dc.contributor.author | Silva, J. L. da | |
| dc.date.accessioned | 2020-09-18T08:28:12Z | |
| dc.date.available | 2020-09-18T08:28:12Z | |
| dc.date.issued | 2015 | |
| dc.description.abstract | 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. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.citation | Silva, J. L. (2015, January). Local times for grey Brownian motion. In International Journal of Modern Physics: Conference Series (Vol. 36, p. 1560003). | pt_PT |
| dc.identifier.doi | 10.1142/S2010194515600034 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.13/2888 | |
| dc.language.iso | eng | pt_PT |
| dc.publisher | World Scientific Publishing | pt_PT |
| dc.relation | Strategic Project - UI 219 - 2011-2012 | |
| dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | pt_PT |
| dc.subject | Brownian motion | pt_PT |
| dc.subject | Grey Brownian motion | pt_PT |
| dc.subject | Local time | pt_PT |
| dc.subject | . | pt_PT |
| dc.subject | Faculdade de Ciências Exatas e da Engenharia | pt_PT |
| dc.title | Local times for grey Brownian motion | pt_PT |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| oaire.awardTitle | Strategic Project - UI 219 - 2011-2012 | |
| oaire.awardURI | info:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/PEst-OE%2FMAT%2FUI0219%2F2011/PT | |
| oaire.citation.endPage | 1560003-6 | pt_PT |
| oaire.citation.startPage | 1560003-1 | pt_PT |
| oaire.citation.title | International Journal of Modern Physics: Conference Series | pt_PT |
| oaire.citation.volume | 36 | pt_PT |
| oaire.fundingStream | 6817 - DCRRNI ID | |
| person.familyName | Luís da Silva | |
| person.givenName | José | |
| person.identifier.ciencia-id | 5319-65EA-8C46 | |
| person.identifier.orcid | 0000-0002-5207-1703 | |
| project.funder.identifier | http://doi.org/10.13039/501100001871 | |
| project.funder.name | Fundação para a Ciência e a Tecnologia | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | article | pt_PT |
| relation.isAuthorOfPublication | 8f914cb9-34b0-4c26-9e30-e5931c3727da | |
| relation.isAuthorOfPublication.latestForDiscovery | 8f914cb9-34b0-4c26-9e30-e5931c3727da | |
| relation.isProjectOfPublication | 19d096f2-b171-41fd-822f-f2fa541dabc1 | |
| relation.isProjectOfPublication.latestForDiscovery | 19d096f2-b171-41fd-822f-f2fa541dabc1 |
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