加权分数布朗运动的一些路径性质

IF 0.8 4区数学 Q3 MATHEMATICS, APPLIED

Stochastics-An International Journal of Probability and Stochastic Processes Pub Date : 2014-08-05 DOI:10.1080/17442508.2013.878345

Litan Yan, Zhi Wang, Huiting Jing

{"title":"加权分数布朗运动的一些路径性质","authors":"Litan Yan, Zhi Wang, Huiting Jing","doi":"10.1080/17442508.2013.878345","DOIUrl":null,"url":null,"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 .","PeriodicalId":49269,"journal":{"name":"Stochastics-An International Journal of Probability and Stochastic Processes","volume":"4 1","pages":"721 - 758"},"PeriodicalIF":0.8000,"publicationDate":"2014-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"11","resultStr":"{\"title\":\"Some path properties of weighted-fractional Brownian motion\",\"authors\":\"Litan Yan, Zhi Wang, Huiting Jing\",\"doi\":\"10.1080/17442508.2013.878345\",\"DOIUrl\":null,\"url\":null,\"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 .\",\"PeriodicalId\":49269,\"journal\":{\"name\":\"Stochastics-An International Journal of Probability and Stochastic Processes\",\"volume\":\"4 1\",\"pages\":\"721 - 758\"},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2014-08-05\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"11\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastics-An International Journal of Probability and Stochastic Processes\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/17442508.2013.878345\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastics-An International Journal of Probability and Stochastic Processes","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/17442508.2013.878345","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}

引用次数: 11

摘要

本文考虑指标为a, b()的加权分数布朗运动，并缩小焦点，得到样本路径的一些性质。根据所有s>0的渐近性质，我们考虑了所有t>0的极限所定义的主值型的-强变分，其中极限在每个紧区间上的概率是一致的。我们证明了它是强局部不确定性的，并利用这一性质研究了与交点局部时间的迭代对数的Chung定律。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Some path properties of weighted-fractional Brownian motion

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 .

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Stochastics-An International Journal of Probability and Stochastic Processes MATHEMATICS, APPLIED-STATISTICS & PROBABILITY

CiteScore

1.90

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： Stochastics: An International Journal of Probability and Stochastic Processes is a world-leading journal publishing research concerned with stochastic processes and their applications in the modelling, analysis and optimization of stochastic systems, i.e. processes characterized both by temporal or spatial evolution and by the presence of random effects. Articles are published dealing with all aspects of stochastic systems analysis, characterization problems, stochastic modelling and identification, optimization, filtering and control and with related questions in the theory of stochastic processes. The journal also solicits papers dealing with significant applications of stochastic process theory to problems in engineering systems, the physical and life sciences, economics and other areas. Proposals for special issues in cutting-edge areas are welcome and should be directed to the Editor-in-Chief who will review accordingly. In recent years there has been a growing interaction between current research in probability theory and problems in stochastic systems. The objective of Stochastics is to encourage this trend, promoting an awareness of the latest theoretical developments on the one hand and of mathematical problems arising in applications on the other.