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Ӧ�ø���ͳ�� 2009, 25(3) 281-289 DOI:
ISSN: 1001-4268 CN: 31-1256 |
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Some Properties of a Generalized Fractional Brownian Motion |
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Lin Zhengyan,Zheng Jing |
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Department of Mathematics, Zhejiang University;Institute of Applied Mathematics,Hangzhou Dianzi University
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Abstract:
In the paper, we give a new generalization of fraction Brownian motion (gfBm). We study the existence of the local nondeterminism and the joint continuity of the local time of gfBm, and we get upper and lower bounds of Hausdorff dimensions of the level sets of a gfBm. |
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Keywords:
Hausdorff dimension
strong local nondeterminism
level set
local time
generalized fractional Brownian motion.
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