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 languageEnglish
Pages (from-to)686-688
Number of pages3
JournalJournal of Mathematical Sciences (United States)
Volume188
Issue number6
DOIs
StatePublished - Feb 2013

    Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Applied Mathematics

ID: 73460072