On limit theorems of some extensions of fractional Brownian motion and their additive functionals
Keyword(s):
This paper is divided into two parts. The first deals with some limit theorems to certain extensions of fractional Brownian motion like: bifractional Brownian motion, subfractional Brownian motion and weighted fractional Brownian motion. In the second part we give the similar results of their continuous additive functionals; more precisely, local time and its fractional derivatives involving slowly varying function.
2012 ◽
Vol 41
(4)
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pp. 451-458
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2017 ◽
Vol 54
(2)
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pp. 444-461
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2010 ◽
Vol 389
(21)
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pp. 4809-4818
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2020 ◽
Vol 492
(2)
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pp. 124477
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2018 ◽
Vol 192
◽
pp. 45-64
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