Some properties for two-parameter fractional Lévy-Wiener process

DOI10.1007/s11766-003-0091-5zbMath1023.60042OpenAlexW2021564290MaRDI QIDQ1812226

Rong Mao Zhang

Publication date: 4 November 2003

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-003-0091-5

zbMATH Keywords

inferior limitincrementfractional Lévy-Wiener process

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17)

Cites Work

• On the size of the increments of nonstationary Gaussian processes
• Estimates for the small ball probabilities of the fractional Brownian sheet
• On large increments of a two-parameter fractional Wiener process
• Some limit theorems for fractional Lévy Brownian fields

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