Asymptotic properties of Brownian motion delayed by inverse subordinators
Work
Year: 2015
Type: article
Abstract: We study the asymptotic behaviour of the time-changed stochastic process $\vphantom {X}^f\!X(t)=B(\vphantom {S}^f\!S (t))$, where $B$ is a standard one-dimensional Brownian motion and $\vphantom {S}^f... more
Authors Marcin Magdziarz, René L. Schilling
Institutions Wrocław University of Science and Technology, TU Dresden
Cites: 56
Cited by: 66
Related to: 10
FWCI: 4.533
Citation percentile (by year/subfield): 91.7
Subfield: Modeling and Simulation
Field: Mathematics
Domain: Physical Sciences
Open Access status: green