Strassen-type Laws of Iterated Logarithm for a Fractional Brownian Sheet

DOI10.1081/SAP-120028030zbMath1035.60027OpenAlexW2059864382MaRDI QIDQ4450722

Zheng Yan Lin, Yong-Kab Choi, Wen Sheng Wang

Publication date: 15 February 2004

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120028030

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15)

Cites Work

• On a functional limit result for increments of a fractional Brownian motion
• Small values of Gaussian processes and functional laws of the iterated logarithm
• Estimates for the small ball probabilities of the fractional Brownian sheet
• Some liminf results on increments of fractional Brownian motion
• On Strassen's version of the law of the iterated logarithm for Gaussian processes

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