On upper class of increments of fractional Brownian motion
type: Item
instance of: scholarly article
title: On upper class of increments of fractional Brownian motion
zbMATH Open document ID: 1016.60045
DOI: 10.1023/A:1022230521472
author: Wang Chiu
published in: Journal of Theoretical Probability
publication date: 2003-04-27T00:00:00Z
review text: The article is devoted to the behaviour of increments of the fractional Brownian motion. The author presents sufficient conditions for a function to be in upper class for this process. The main results cover all possible values of the Hurst parameter.
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G17
zbMATH DE Number: 1901503
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: supremum of the Gaussian process
reviewed by: A. A. Dorogovtsev
MaRDI profile type: Publication
full work available at URL: a:1022230521472
OpenAlex ID: W134317377
description: scientific article; zbMATH DE number 1901503