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2011 Indicator fractional stable motions
Paul Jung
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Electron. Commun. Probab. 16: 165-173 (2011). DOI: 10.1214/ECP.v16-1611

Abstract

Using 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 $0 < H < 1/2$.

Citation

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Paul Jung. "Indicator fractional stable motions." Electron. Commun. Probab. 16 165 - 173, 2011. https://doi.org/10.1214/ECP.v16-1611

Information

Accepted: 27 March 2011; Published: 2011
First available in Project Euclid: 7 June 2016

zbMATH: 1231.60041
MathSciNet: MR2783337
Digital Object Identifier: 10.1214/ECP.v16-1611

Subjects:
Primary: 60G52
Secondary: 60G18, 60G22

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