Kavli Affiliate: Ran Wang | First 5 Authors: Mengjie Lyu, Min Wang, Ran Wang, , | Summary: Let ${X(t)}_{tgeqslant0}$ be the generalized fractional Brownian motion introduced by Pang and Taqqu (2019): begin{align*} {X(t)}_{tge0}overset{d}{=}&left{ int_{mathbb R} left((t-u)_+^{alpha}-(-u)_+^{alpha} right) |u|^{-gamma/2} B(du) right}_{tge0}, end{align*} where $ gammain [0,1), alphain left(-frac12+frac{gamma}{2}, frac12+frac{gamma}{2} right)$ are constants. For any $theta>0$, let […]
Continue.. Lower classes and Chung’s LILs of the fractional integrated generalized fractional Brownian motion