Some singular sample path properties of a multiparameter fractional Brownian motion

DOI10.1007/s10959-016-0694-4zbMath1408.60026arXiv1410.4430OpenAlexW1594388804MaRDI QIDQ1692232

Alexandre Richard

Publication date: 26 January 2018

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.4430

zbMATH Keywords

fractional Brownian motionspectral representationGaussian random fieldssmall deviationsChung's law of the iterated logarithm

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Sample Paths Properties of the Set-Indexed Fractional Brownian Motion ⋮ Stable processes with stationary increments parameterized by metric spaces

Cites Work

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