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Strong Local Non-Determinism of Sub-Fractional Brownian Motion
School of Insurance and Economics, University of International Business and Economics, Beijing, China
- 1 School of Insurance and Economics, University of International Business and Economics, Beijing, China
Applied Mathematics·Volume 06 (2015)·Pages 2211–2216·Published 30 November 2015·DOI10.4236/am.2015.613194
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Abstract
Let be a subfractional Brownian motion in . We prove that is strongly locally nondeterministic.
KeywordsSub-Fractional Brownian MotionFractional Brownian MotionSelf-Similar Gaussian ProcessesStrong Local Non-Determinism
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