Quasi sure Strassen's law of the iterated logarithm for increments of FBM in Hölder norm

DOI10.3103/S1068362321010076zbMath1470.60100OpenAlexW3160404194MaRDI QIDQ2030185

Yanyan Li

Publication date: 7 June 2021

Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1068362321010076

zbMATH Keywords

C-R incrementsHölder norm\((r, p)\)-capacityFBMStrassen's LIL

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)

Cites Work

• Functional limit theorems for \(d\)-dimensional FBM in Hölder norm
• Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm
• Large deviations and the Strassen theorem in Hölder norm
• Small values of Gaussian processes and functional laws of the iterated logarithm
• A generalization of functional law of the iterated logarithm for \((r,p)\)-capacities on the Wiener space.
• Functional limit theorems for the increments of Gaussian samples
• Unnamed Item

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