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

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

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Publication:6357765

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DOI10.1007/S10959-021-01148-8zbMath1515.60101arXiv2101.02378MaRDI QIDQ6357765

Ran Wang, Yimin Xiao

Publication date: 7 January 2021

Mathematics Subject Classification ID

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

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