Chung's functional law of the iterated logarithm for increments of a fractional Brownian motion

DOI10.1007/s10959-018-0866-5zbMath1481.60076OpenAlexW2898114622MaRDI QIDQ1741878

Yongxiang Mo, Yong Hong Liu

Publication date: 7 May 2019

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

Full work available at URL: https://doi.org/10.1007/s10959-018-0866-5

zbMATH Keywords

fractional Brownian motionincrementsChung's functional law of the iterated logarithm

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Probabilistic approach to the heat equation with a dynamic Hardy-type potential

Cites Work

• On the size of the increments of nonstationary Gaussian processes
• Functional limit theorems for \(d\)-dimensional FBM in Hölder norm
• Small values of Gaussian processes and functional laws of the iterated logarithm
• Functional limit theorems for the increments of Gaussian samples
• The rate of convergence in the functional limit theorem for increments of a Brownian motion

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