On large increments of a two-parameter fractional Wiener process
type: Item
instance of: scholarly article
title: On large increments of a two-parameter fractional Wiener process
zbMATH Open document ID: 0997.60029
DOI: 10.1007/BF02877428
author: R. Smith
published in: Science in China. Series A
publication date: 2002-08-15T00:00:00Z
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 1782148
zbMATH Keywords: fractional Wiener process
zbMATH Keywords: increments
zbMATH Keywords: liminfs
MaRDI profile type: Publication
cites work: Q3326516
cites work: Q3715999
cites work: Two different kinds of liminfs on the LIL for two-parameter Wiener processes
cites work: Q4349569
cites work: Fernique type inequalities and moduli of continuity for \(l^ 2\)-valued Ornstein- Uhlenbeck processes
cites work: Strong limit theorems for large and small increments of \(\ell^ p\)- valued Gaussian processes
cites work: Small values of Gaussian processes and functional laws of the iterated logarithm
cites work: On the size of the increments of nonstationary Gaussian processes
cites work: A note on lim infs for increments of a fractional Brownian motion
cites work: Some liminf results on increments of fractional Brownian motion
full work available at URL: https://doi.org/10.1007/bf02877428
OpenAlex ID: W1480641855
description: scientific article; zbMATH DE number 1782148