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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2404.02076 |
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Table of Contents:
- In this paper, we investigate the Green measure for a class of non-Gaussian processes in $\mathbb{R}^{d}$. These measures are associated with the family of generalized grey Brownian motions $B_{β,α}$, $0<β\le1$, $0<α\le2$. This family includes both fractional Brownian motion, Brownian motion, and other non-Gaussian processes. We show that the perpetual integral exists with probability $1$ for $dα>2$ and $1<α\le2$. The Green measure then generalizes those measures of all these classes.