Sample Path Properties of Bifractional Brownian Motion

— Let V be a bounded right circular cone having vertex at Xy, altitude ro, axis along the normal at XQ of the... This proves

The stationary distribution of reflected Brownian motion in a wedge: differential properties.. Mireille Bousquet-Mélou, Andrew Elvey-Price, Sandro Franceschi, Charlotte Hardouin,

The notion of local nondeterminism has been extended to SαS processes and random fields by Nolan (1988, 1989), and has proven to be a useful tool in studying the local times

In Section 3 we apply Theorem 2.1 to prove the joint continuity of the local times of an (N, d)-mfBm X (Theorem 3.1), as well as local and uniform Hölder conditions for the

Keywords: Fractional Brownian sheet; Liouville fractional Brownian sheet; Fractional Brownian motion; Sectorial local nondeterminism; Local times; Joint continuity; Hölder

The almost sure sample function behavior of the vector-valued fractional Brownian sheet is investigated.. In particular, the global and the local moduli of continuity of the

However, for exponential moments of integral functionals of Brownian motion over a finite time interval, see Engelbert and Schmidt [11] whose result is shortly explained in

Key words : Strong limit theorems, first passage time process, Brownian motion with drift, partial sums of inverse Gaussian random variables, sample path behavior,