Upper classes for the increments of fractional Wiener processes
type: Item
instance of: scholarly article
title: Upper classes for the increments of fractional Wiener processes
zbMATH Open document ID: 0631.60043
DOI: 10.1007/BF01794429
author: B. George
publication date: 1988-01-01T00:00:00Z
review text: Let \(\{\) X(t),t\(\geq 0\}\) be a centered Gaussian process with stationary increments and E \(X^ 2(t)= C_ 0t^{2\alpha}\) for some \(C_ 0>0\), \(0<\alpha <1\), and let \(0<a_ t\leq t\) be a nondecreasing function of t with \(a_ t/t\) nonincreasing. The asymptotic behaviour of several increment processes constructed from X and \(a_ t\) is studied in terms of their upper classes.
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60F99
zbMATH DE Number: 4026459
zbMATH Keywords: Gaussian process with stationary increments
zbMATH Keywords: asymptotic behaviour
zbMATH Keywords: increment processes
zbMATH Keywords: fractional Wiener process
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01794429
OpenAlex ID: W1974070414
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4026459