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Remark on logically constant self-similar processes. / Davydov, Yu.
в: Journal of Mathematical Sciences (United States), Том 188, № 6, 02.2013, стр. 686-688.Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
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TY - JOUR
T1 - Remark on logically constant self-similar processes
AU - Davydov, Yu
N1 - Copyright: Copyright 2021 Elsevier B.V., All rights reserved.
PY - 2013/2
Y1 - 2013/2
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=84880617859&partnerID=8YFLogxK
U2 - 10.1007/s10958-013-1158-3
DO - 10.1007/s10958-013-1158-3
M3 - Article
AN - SCOPUS:84880617859
VL - 188
SP - 686
EP - 688
JO - Journal of Mathematical Sciences
JF - Journal of Mathematical Sciences
SN - 1072-3374
IS - 6
ER -
ID: 73460072