Strong Local Non-Determinism of Sub-Fractional Brownian Motion - Applied Mathematics

Volume 6, Issue 13 (November 2015)

ISSN Print: 2152-7385 ISSN Online: 2152-7393

Strong Local Non-Determinism of Sub-Fractional Brownian Motion ()

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DOI: 10.4236/am.2015.613194 3,133 Downloads 4,131 Views Citations

Author(s)

Nana Luan

Affiliation(s)

Let

be a subfractional Brownian motion in

. We prove that

is strongly locally nondeterministic.

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Share and Cite:

Luan, N. (2015) Strong Local Non-Determinism of Sub-Fractional Brownian Motion. Applied Mathematics, 6, 2211-2216. doi: 10.4236/am.2015.613194.

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