A note on lim infs for increments of a fractional Brownian motion

DOI10.1007/BF02907058zbMath0914.60061OpenAlexW2019383646MaRDI QIDQ1280255

Zhang, Lixin

Publication date: 14 March 1999

Published in: Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02907058

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (5)

Limit results on finite-dimensional Gaussian random fields ⋮ Increments and sample path properties of Gaussian processes ⋮ Limsup results and LIL for finite dimensional Gaussian random fields ⋮ Path properties of \(l^p\)-valued Gaussian random fields ⋮ On large increments of a two-parameter fractional Wiener process

Cites Work

• On the size of the increments of nonstationary Gaussian processes
• Some liminf results on increments of fractional Brownian motion
• Gaussian processes with stationary increments possessing discontinuous sample paths

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