Local times for grey Brownian motion
In this paper we study the grey Brownian motion, namely its representation and local time. First it is shown that grey Brownian motion may be represented in terms of a standard Brownian motion and then using a criterium of S. Berman, Trans. Amer. Math. Soc., 137, 277–299 (1969), we show that grey Br...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2020
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| Texto completo: | http://hdl.handle.net/10400.13/2888 |
| País: | Portugal |
| Oai: | oai:digituma.uma.pt:10400.13/2888 |