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Local times for grey Brownian motion

dc.contributor.authorSilva, J. L. da
dc.date.accessioned2020-09-18T08:28:12Z
dc.date.available2020-09-18T08:28:12Z
dc.date.issued2015
dc.description.abstractIn 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.versioninfo:eu-repo/semantics/publishedVersionpt_PT
dc.identifier.citationSilva, 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.doi10.1142/S2010194515600034pt_PT
dc.identifier.urihttp://hdl.handle.net/10400.13/2888
dc.language.isoengpt_PT
dc.publisherWorld Scientific Publishingpt_PT
dc.relationStrategic Project - UI 219 - 2011-2012
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/pt_PT
dc.subjectBrownian motionpt_PT
dc.subjectGrey Brownian motionpt_PT
dc.subjectLocal timept_PT
dc.subject.pt_PT
dc.subjectFaculdade de Ciências Exatas e da Engenhariapt_PT
dc.titleLocal times for grey Brownian motionpt_PT
dc.typejournal article
dspace.entity.typePublication
oaire.awardTitleStrategic Project - UI 219 - 2011-2012
oaire.awardURIinfo:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/PEst-OE%2FMAT%2FUI0219%2F2011/PT
oaire.citation.endPage1560003-6pt_PT
oaire.citation.startPage1560003-1pt_PT
oaire.citation.titleInternational Journal of Modern Physics: Conference Seriespt_PT
oaire.citation.volume36pt_PT
oaire.fundingStream6817 - DCRRNI ID
person.familyNameLuís da Silva
person.givenNameJosé
person.identifier.ciencia-id5319-65EA-8C46
person.identifier.orcid0000-0002-5207-1703
project.funder.identifierhttp://doi.org/10.13039/501100001871
project.funder.nameFundação para a Ciência e a Tecnologia
rcaap.rightsopenAccesspt_PT
rcaap.typearticlept_PT
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