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The Csörgő-Révész moduli of non-differentiability of fractional Brownian motion - MaRDI portal

The Csörgő-Révész moduli of non-differentiability of fractional Brownian motion (Q2322605)

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The Csörgő-Révész moduli of non-differentiability of fractional Brownian motion
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    title
    The Csörgő-Révész moduli of non-differentiability of fractional Brownian motion (English)
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    author
    Yanyan Li
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    publication date
    5 September 2019
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    zbMATH Keywords
    fractional Brownian motion
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    moduli of non-differentiability
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    small ball probability
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    local times
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    cites work
    Q3326516
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    Q4231627
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    Occupation densities
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    Q4902474
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    Q3687398
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    Limsup random fractals
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    Q2734982
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    Brownian Motion
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    Q4160169
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    Q4869748
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    Identifiers

    Mathematics Subject Classification ID
    60G22
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    60G15
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    60G17
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    60F10
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    zbMATH DE Number
    7101608
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    OpenAlex ID
    W2919340867
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