Chung's functional law of the iterated logarithm for increments of a fractional Brownian motion
type: Item
instance of: scholarly article
title: Chung's functional law of the iterated logarithm for increments of a fractional Brownian motion
zbMATH Open document ID: 1481.60076
author: Yongxiang Mo
author: Yonghong Liu
published in: Journal of Theoretical Probability
publication date: 2019-05-07T00:00:00Z
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60G22
zbMATH DE Number: 7051785
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: increments
zbMATH Keywords: Chung's functional law of the iterated logarithm
MaRDI profile type: Publication
full work available at URL: s10959-018-0866-5
OpenAlex ID: W2898114622
cites work: The rate of convergence in the functional limit theorem for increments of a Brownian motion
cites work: Functional limit theorems for \(d\)-dimensional FBM in Hölder norm
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: Functional limit theorems for the increments of Gaussian samples
DOI: 10.1007/S10959-018-0866-5
description: scientific article; zbMATH DE number 7051785