
次分数布朗运动局部时的研究
On the Local Time of Subfractional Brownian Motion
设XH={XHt,t ∈ R+}是一个取值于Rd参数为H的次分数布朗运动.本文给出了XH在单参数情况下局部时的Hölder条件和尾概率估计.同时,还给出了XH在多参数情况下局部时的存在性及L2表示.
Let XH={XHt, t ∈ R+} be a subfractional Brownian motion in Rd. We establish sharp Hölder conditions and tail probability estimates for the local times of XH in one-parameter case. We also give the existence and the L2-representation for the local time of XH in multi-parameter case.
次分数布朗运动 / 次分数布朗单 / 强局部非确定性 / 局部时 {{custom_keyword}} /
subfractional Brownian motion / subfractional Brownian sheet / strong local nondeterminism / local time {{custom_keyword}} /
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国家自然科学基金(11671041);对外经济贸易大学中央高校基本科研业务费专项资金资助(18YB21)
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