双分布朗运动的Besov正则性

IF 0.4 4区数学 Q4 STATISTICS & PROBABILITY

Probability and Mathematical Statistics-Poland Pub Date : 2020-07-11 DOI:10.37190/0208-4147.41.2.6

B. Boufoussi, Yassine Nachit

引用次数: 3

摘要

本文的目的是改进Holder空间$\mathcal{C}^{\gamma}$和$\gamma<\alpha \beta$中含有$0 \frac{1}{2}$的双分数布朗运动(bBm) $(B^{\alpha,\beta}(t))_{t\in[0,1] }$的Holder连续性结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On the Besov regularity of the bifractional Brownian motion

Our aim in this paper is to improve Holder continuity results for the bifractional Brownian motion (bBm) $(B^{\alpha,\beta}(t))_{t\in[0,1] }$ with $0 \frac{1}{2}$ in the Holder spaces $\mathcal{C}^{\gamma}$, with $\gamma<\alpha \beta$.

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来源期刊

Probability and Mathematical Statistics-Poland STATISTICS & PROBABILITY-

CiteScore

0.70

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： PROBABILITY AND MATHEMATICAL STATISTICS is published by the Kazimierz Urbanik Center for Probability and Mathematical Statistics, and is sponsored jointly by the Faculty of Mathematics and Computer Science of University of Wrocław and the Faculty of Pure and Applied Mathematics of Wrocław University of Science and Technology. The purpose of the journal is to publish original contributions to the theory of probability and mathematical statistics.