Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion

DOI10.1007/s10959-021-01148-8OpenAlexW4210575680MaRDI QIDQ2100003

Yimin Xiao, Ran Wang

Publication date: 21 November 2022

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

Full work available at URL: https://arxiv.org/abs/2101.02378

zbMATH Keywords

small ball probabilityLamperti's transformationtangent processgeneralized fractional Brownian motionChung's LILexact uniform modulus of continuityGaussian self-similar process

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Self-similar stochastic processes (60G18)

Related Items

Lower functions and Chung's LILs of the generalized fractional Brownian motion ⋮ Large deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion input

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