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zbMath1174.60334MaRDI QIDQ3609469

Kyo-Shin Hwang, Tian-Xiao Pang, Zheng Yan Lin

Publication date: 6 March 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Hölder norm large deviation probability functional modulus of continuity Gaussian random vectors \(d\)-dimensional fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Brownian motion (60J65) Self-similar stochastic processes (60G18)

Related Items (1)

Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm

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