Upper classes for the increments of fractional Wiener processes
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.
Gaussian process with stationary increments
scientific article; zbMATH DE number 4026459