论文标题
广义分数布朗运动的路径特性
Path Properties of a Generalized Fractional Brownian Motion
论文作者
论文摘要
广义分数布朗运动是一个高斯自相似过程，其增量不一定是固定的。它在应用中显示为具有功率定律函数的射击噪声过程的缩放限制和具有幂律差异功能的非平稳噪声。在本文中，我们研究了广义分数布朗运动的样本路径特性，包括持有人的连续性，路径可差/非差异性以及迭代对数的功能和局部定律。
The generalized fractional Brownian motion is a Gaussian self-similar process whose increments are not necessarily stationary. It appears in applications as the scaling limit of a shot noise process with a power law shape function and non-stationary noises with a power-law variance function. In this paper we study sample path properties of the generalized fractional Brownian motion, including Holder continuity, path differentiability/non-differentiability, and functional and local Law of the Iterated Logarithms.
