A law of iterated logarithm for the subfractional Brownian motion and an application

DOI10.1186/s13660-018-1675-1zbMath1497.60051OpenAlexW2803815598WikidataQ54965196 ScholiaQ54965196MaRDI QIDQ824542

Publication date: 15 December 2021

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-018-1675-1

zbMATH Keywords

iterated logarithm \(\phi\)-variation sub-fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Functional limit theorems; invariance principles (60F17)

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Selected aspects of fractional Brownian motion.
\(\Phi \)-variation of a bifractional Brownian motion
Functional limit theorems for multiparameter fractional Brownian motion
Realized power variation and stochastic volatility models
Sub-fractional Brownian motion and its relation to occupation times
On the collision local time of sub-fractional Brownian motions
The generalized Bouleau-Yor identity for a sub-fractional Brownian motion
Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
Stochastic calculus for fractional Brownian motion and related processes.
Sample path properties of bifractional Brownian motion
Oscillation of sample functions in stationary Gaussian processes
Exact asymptotic estimates of Brownian path variation
Sample functions of the Gaussian process
Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence
Some path properties of weighted-fractional Brownian motion
Integral transformations and anticipative calculus for fractional Brownian motions
Concrete Functional Calculus
Uniform Central Limit Theorems
Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
A central limit theorem associated with sub-fractional Brownian motion and an application
Estimators for the Drift of Subfractional Brownian Motion
Some properties of the sub-fractional Brownian motion
Stochastic Calculus for Fractional Brownian Motion and Applications

This page was built for publication: A law of iterated logarithm for the subfractional Brownian motion and an application