A functional LIL and some weighted occupation measure results for fractional Brownian motion

DOI10.1023/A:1020696922183zbMath1012.60036OpenAlexW1579621850MaRDI QIDQ1866077

Wenbo V. Li, James Kuelbs

Publication date: 3 April 2003

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

Full work available at URL: https://doi.org/10.1023/a:1020696922183

zbMATH Keywords

fractional Brownian motionoccupation measurefunctional law of the iterated logarithm

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Related Items (6)

A necessary and sufficient condition of existence of global solutions for some nonlinear hyperbolic equations ⋮ A functional LIL for \(m\)-fold integrated Brownian motion ⋮ Maximal Inequalities for Fractional Brownian Motion: An Overview ⋮ A functional LIL for stochastic integrals and the Lévy area process ⋮ The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component ⋮ A functional LIL for integrated \(\alpha \) stable process

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