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College of Natural Sciences(자연과학대학)Dept. of Mathematical Sciences(수리과학과)MA-Journal Papers(저널논문)

INDICATOR FRACTIONAL STABLE MOTIONS

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dc.contributor.authorJung, Paulko
dc.date.accessioned2016-09-08T00:52:22Z-
dc.date.available2016-09-08T00:52:22Z-
dc.date.created2016-09-07-
dc.date.created2016-09-07-
dc.date.created2016-09-07-
dc.date.issued2011-03-
dc.identifier.citationELECTRONIC COMMUNICATIONS IN PROBABILITY, v.16, pp.165 - 173-
dc.identifier.issn1083-589X-
dc.identifier.urihttp://hdl.handle.net/10203/212942-
dc.description.abstractUsing the framework of random walks in random scenery, Cohen and Samorodnitsky ( 2006) introduced a family of symmetric alpha-stable motions called local time fractional stable motions. When alpha = 2, these processes are precisely fractional Brownian motions with 1/2 < H < 1. Motivated by random walks in alternating scenery, we find a complementary family of symmetric alpha-stable motions which we call indicator fractional stable motions. These processes are complementary to local time fractional stable motions in that when alpha = 2, one gets fractional Brownian motions with 0 < H < 1/2.-
dc.languageEnglish-
dc.publisherUNIV WASHINGTON, DEPT MATHEMATICS-
dc.titleINDICATOR FRACTIONAL STABLE MOTIONS-
dc.typeArticle-
dc.identifier.wosid000288780600001-
dc.identifier.scopusid2-s2.0-79957495300-
dc.type.rimsART-
dc.citation.volume16-
dc.citation.beginningpage165-
dc.citation.endingpage173-
dc.citation.publicationnameELECTRONIC COMMUNICATIONS IN PROBABILITY-
dc.identifier.doi10.1214/ECP.v16-1611-
dc.embargo.liftdate9999-12-31-
dc.embargo.terms9999-12-31-
dc.contributor.localauthorJung, Paul-
dc.type.journalArticleArticle-
dc.subject.keywordAuthorfractional Brownian motion-
dc.subject.keywordAuthorrandom walk in random scenery-
dc.subject.keywordAuthorrandom reward schema-
dc.subject.keywordAuthorlocal time fractional stable motion-
dc.subject.keywordAuthorself-similar process-
dc.subject.keywordAuthorstable process-
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