次分数布朗运动的增量

C. El-Nouty
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引用次数: 1

摘要

Hurst指数0 <的亚分数布朗运动{XH(t), t≥0};H <;1,是QHASI类的一个元素,QHASI是2015年引入的一类有中心的高斯过程。对XH增量的研究主要在于研究它们在适当条件下的极限性质。lim燮的行为已经被调查过了。它取决于两个常数:第一个发生在准螺旋性质中,而第二个发生在近似平稳增量性质中。在这里,我们研究了lim的行为,并评估了过程XH的特定假设的影响。上面提到的两个常数将在结果的声明中起关键作用。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
The increments of a sub-fractional Brownian motion
The sub-fractional Brownian motion {XH(t), t ≥ 0} with Hurst index 0 <; H <; 1, is an element of the QHASI class, a class of centered Gaussian processes which was introduced in 2015. It satisfies a specific assumption depending on the value of H. The study of the increments of XH consists mainly in investigating their limit properties under suitable conditions. The lim sup behavior was already investigated. It depends on two constants : the first one occurs in the quasi-helix property whereas the second one in the approximately stationary increments property. Here we investigate the lim inf behavior and assess the influence of the specific assumption of the process XH. The two above mentioned constants will play a key role in the statement of the results.
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