Indicator fractional stable motions

Details Indicator fractional stable motions Indicator fractional stable motions

2010-10-15

arxiv.org/abs/1010.3136v3

Mathematics

Probability

11 pages, final version as accepted in Electronic Communications in Probability

Scientific paper

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

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