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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 86, 2014 - Issue 5
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Articles

Some path properties of weighted-fractional Brownian motion

Litan YanDepartment of Mathematics, College of Science, Donghua University, 2999 North Renmin Road, Songjiang, Shanghai201620, P.R. ChinaCorrespondence[email protected]
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Zhi WangDepartment of Mathematics, College of Science, Donghua University, 2999 North Renmin Road, Songjiang, Shanghai201620, P.R. ChinaView further author information
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Huiting JingDepartment of Mathematics, College of Science, Donghua University, 2999 North Renmin Road, Songjiang, Shanghai201620, P.R. ChinaView further author information
Pages 721-758 | Received 22 Jun 2013, Accepted 19 Dec 2013, Published online: 01 Apr 2014

Citations (6)

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Read on this site (1)

Litan Yan, Rui Guo & Han Gao. (2022) Convergence and parameter estimation of the linear weighted-fractional self-repelling diffusion. Communications in Statistics - Theory and Methods 0:0, pages 1-32.
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Articles from other publishers (5)

Hongsheng Qi & Litan Yan. (2018) A law of iterated logarithm for the subfractional Brownian motion and an application. Journal of Inequalities and Applications 2018:1.
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Xichao Sun & Litan Yan. (2018) Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion. Journal of Statistical Planning and Inference 192, pages 45-64.
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Panhong Cheng, Guangjun Shen & Qin Chen. (2017) Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion. Advances in Difference Equations 2017:1.
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Xichao Sun, Litan Yan & Qinghua Zhang. (2017) The quadratic covariation for a weighted fractional Brownian motion. Stochastics and Dynamics 17:04, pages 1750029.
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M. Ait Ouahra, S. Moussaten & A. Sghir. (2017) On limit theorems of some extensions of fractional Brownian motion and their additive functionals. Stochastics and Dynamics 17:03, pages 1750022.
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