Some path properties of weighted-fractional Brownian motion

Abstract

In this paper we consider the weighted-fractional Brownian motion with indexes a, b () and narrow the focus to obtain some properties of sample paths. Motivated by the asymptotic propertyfor all s>0, we consider the -strong variation of the principal value type defined by the limitwith for all t>0, where the limits are uniform in probability on each compact interval. We show that is strongly locally -non-deterministic with , and by applying this property we study Chung's law of the iterated logarithm for and intersection local time on .