On the local time of sub-fractional Brownian motion
Annales mathématiques Blaise Pascal, Volume 17 (2010) no. 2, p. 357-374

S H ={S t H ,t0} be a sub-fractional Brownian motion with H(0,1). We establish the existence, the joint continuity and the Hölder regularity of the local time L H of S H . We will also give Chung’s form of the law of iterated logarithm for S H . This results are obtained with the decomposition of the sub-fractional Brownian motion into the sum of fractional Brownian motion plus a stochastic process with absolutely continuous trajectories. This decomposition is given by Ruiz de Chavez and Tudor [10].

DOI : https://doi.org/10.5802/ambp.288
Classification:  60G15,  60G17,  60G18
Keywords: Sub-fractional Brownian motion, local time, local nondeterminism, Chung’s type law of iterated logarithm
@article{AMBP_2010__17_2_357_0,
     author = {Mendy, Ibrahima},
     title = {On the local time of sub-fractional Brownian motion},
     journal = {Annales math\'ematiques Blaise Pascal},
     publisher = {Annales math\'ematiques Blaise Pascal},
     volume = {17},
     number = {2},
     year = {2010},
     pages = {357-374},
     doi = {10.5802/ambp.288},
     mrnumber = {2778915},
     zbl = {pre05839427},
     language = {en},
     url = {http://www.numdam.org/item/AMBP_2010__17_2_357_0}
}
Mendy, Ibrahima. On the local time of sub-fractional Brownian motion. Annales mathématiques Blaise Pascal, Volume 17 (2010) no. 2, pp. 357-374. doi : 10.5802/ambp.288. http://www.numdam.org/item/AMBP_2010__17_2_357_0/

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