Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion (Q2100003)

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scientific article; zbMATH DE number 7621017
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English
Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion
scientific article; zbMATH DE number 7621017

    Statements

    Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion (English)
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    21 November 2022
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    Gaussian self-similar process
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    generalized fractional Brownian motion
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    exact uniform modulus of continuity
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    small ball probability
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    Chung's LIL
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    tangent process
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    Lamperti's transformation
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