CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2009, 25(3) 281-289 DOI:      ISSN: 1001-4268 CN: 31-1256

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Keywords
Hausdorff dimension
strong local nondeterminism
level set
local time
generalized fractional Brownian motion.
Authors
Lin Zhengyan
Zheng Jing
PubMed
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Some Properties of a Generalized Fractional Brownian Motion

Lin Zhengyan,Zheng Jing

Department of Mathematics, Zhejiang University;Institute of Applied Mathematics,Hangzhou Dianzi University

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.

Keywords�� Hausdorff dimension   strong local nondeterminism   level set   local time   generalized fractional Brownian motion.  
Received 1900-01-01 Revised 1900-01-01 Online:  
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Corresponding Authors: Lin Zhengyan
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