Lin Zhengyan, Zheng Jing. Some Properties of a Generalized Fractional Brownian Motion[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(3): 281-289.
Citation: Lin Zhengyan, Zheng Jing. Some Properties of a Generalized Fractional Brownian Motion[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(3): 281-289.
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Some Properties of a Generalized Fractional Brownian Motion

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  • 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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