{"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":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"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\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2014-08-05\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"11\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/17442508.2013.878345\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/17442508.2013.878345","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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 .