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Upper classes for the increments of fractional Wiener processes - MaRDI portal

Upper classes for the increments of fractional Wiener processes (Q1094749)

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scientific article; zbMATH DE number 4026459
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Upper classes for the increments of fractional Wiener processes
scientific article; zbMATH DE number 4026459

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    Upper classes for the increments of fractional Wiener processes (English)
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    1988
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    Let \(\{\) X(t),t\(\geq 0\}\) be a centered Gaussian process with stationary increments and E \(X^ 2(t)= C_ 0t^{2\alpha}\) for some \(C_ 0>0\), \(0<\alpha <1\), and let \(0<a_ t\leq t\) be a nondecreasing function of t with \(a_ t/t\) nonincreasing. The asymptotic behaviour of several increment processes constructed from X and \(a_ t\) is studied in terms of their upper classes.
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    Gaussian process with stationary increments
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    asymptotic behaviour
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    increment processes
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    fractional Wiener process
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