Research output: Contribution to journal › Article › peer-review
Let X = {X(t), t∈ℝ+} be as self-similar processes with index α>0. We show that if X is locally constant and ℙ{X(1)=0}=0, then the law of X(t) is absolutely continuous. We discuss applicants of this result to homogeneous functions of a multidimensional fractional Brownian motion.
| Original language | English |
|---|---|
| Pages (from-to) | 686-688 |
| Number of pages | 3 |
| Journal | Journal of Mathematical Sciences (United States) |
| Volume | 188 |
| Issue number | 6 |
| DOIs | |
| State | Published - Feb 2013 |
ID: 73460072