Continuity moduli and non-differentiability moduli for bifractional Brownian motion

DOI10.1360/SCM-2017-0717zbMATH Open1499.60124OpenAlexW2981953240WikidataQ126992076 ScholiaQ126992076MaRDI QIDQ5064118

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Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/scm-2017-0717

zbMATH Keywords

local timesmoduli of continuitysmall ball probabilitybifractional Brownian motionself-similar Gaussian processesmoduli of non-differentiability

Mathematics Subject Classification ID

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

Related Items (6)

A generalization of Strassen's law and Lévy's modulus of continuity for $\boldsymbol{G}$-Brownian motion ⋮ A functional modulus of continuity for Brownian motion ⋮ Continuity in law of some additive functionals of bifractional Brownian motion ⋮ The uniform modulus of continuity of iterated Brownian motion ⋮ The modulus of continuity theorem for G-Brownian motion ⋮ Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion

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