On large increments of a two-parameter fractional Wiener process

DOI10.1007/BF02877428zbMath0997.60029OpenAlexW1480641855MaRDI QIDQ1609709

R. Smith

Publication date: 15 August 2002

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02877428

zbMATH Keywords

incrementsfractional Wiener processliminfs

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15)

Related Items (4)

A liminf result on two-parameter Gaussian process ⋮ Extremes of Shepp statistics for fractional Brownian motion ⋮ Some properties for two-parameter fractional Lévy-Wiener process ⋮ A general form of the increments of two-parameter fractional Wiener process

Cites Work

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• On the size of the increments of nonstationary Gaussian processes
• Fernique type inequalities and moduli of continuity for \(l^ 2\)-valued Ornstein- Uhlenbeck processes
• Two different kinds of liminfs on the LIL for two-parameter Wiener processes
• A note on lim infs for increments of a fractional Brownian motion
• Strong limit theorems for large and small increments of \(\ell^ p\)- valued Gaussian processes
• Small values of Gaussian processes and functional laws of the iterated logarithm
• Some liminf results on increments of fractional Brownian motion

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