Weighted Local Times of a Sub-fractional Brownian Motion as Hida Distributions
The sub-fractional Brownian motion is a Gaussian extension of the Brownian motion. It has the properties of self-similarity, continuity of the sample paths, and short-range dependence, among others. The increments of sub-fractional Brownian motion is neither independent nor stationary. In this paper...
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| Format: | Article |
| Language: | Indonesian |
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Department of Mathematics, FMIPA, Universitas Padjadjaran
2020-02-01
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| Series: | Jurnal Matematika Integratif |
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| Online Access: | http://jurnal.unpad.ac.id/jmi/article/view/23350 |