![Publication Cover]({"type":"image" , "src":"/na101/home/literatum/publisher/tandf/journals/content/lsaa20/2018/lsaa20.v036.i05/lsaa20.v036.i05/20190121-01/lsaa20.v036.i05.cover.jpg"})
![ORCID Icon]({"type":"image","src":"/templates/jsp/images/orcid.png"} "ORCID Icon")
http://orcid.org/0000-0002-5207-1703![]({"type":"image" , "src":"/templates/jsp/images/CROSSMARK_Color_horizontal.svg"})
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.
KEYWORDS: Generalized grey Brownian motion, fractional Brownian motion, p-variation, mixing, ergodicityMATHEMATICS SUBJECT CLASSIFICATION: 60G30, 60G22, 60G17
![Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days]({"type":"image","src":"/sda/5943/JournalAd-Sample-Our-Journals-Maths-PB.gif"})
![Quality Technology & Quantitative Management journal TFO]({"type":"image","src":"/sda/8287/JournalAd-Announce-TTQM-200x185.gif"})
![Routledge Custom Publishing]({"type":"image","src":"/sda/2560/Journalad-Routledge-custom.jpg"})