@article{ECP1611,
author = {Paul Jung},
title = {Indicator fractional stable motions},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {16},
year = {2011},
keywords = {fractional Brownian motion; random walk in random scenery; random reward schema; local time fractional stable motion; self-similar process; stable process},
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 $0 < H < 1/2$.},
pages = {no. 16, 165-173},
issn = {1083-589X},
doi = {10.1214/ECP.v16-1611},
url = {http://ecp.ejpecp.org/article/view/1611}}