Singularity of generalized grey Brownian motions with different parameters

Abstract

In this note we prove that the probability measures generated by two generalized grey Brownian motions with different parameters are singular with respect to each other. This result can be interpreted as an extension of the Feldman-Hájek dichotomy of Gaussian measures to a family of non-Gaussian measures

arXiv comment8 pages

References in corpus (1)

• Characterizations and simulations of a class of stochastic processes to model anomalous diffusion

Cited by in corpus (2)

• Stochastic solutions of generalized time-fractional evolution equations
• Singularity of Generalized Grey Brownian Motion and Time-Changed Brownian Motion