Upper classes for the increments of the fractional Wiener process

DOI10.1007/BF01304273zbMath0688.60030OpenAlexW2040985835MaRDI QIDQ1263874

Karl Grill

Publication date: 1991

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01304273

zbMATH Keywords

Gaussian processstationary incrementsfractional Wiener processasymptotic behaviour of the increments

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Sample path properties (60G17)

Related Items

SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION ⋮ An Erdős-Révész type law of the iterated logarithm for stationary Gaussian processes

Cites Work

• Upper classes for the increments of fractional Wiener processes
• On the increments of Wiener and related processes
• On the increments of the Wiener process
• Asymptotic Properties of Gaussian Random Fields
• Asymptotic Properties of Gaussian Processes
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