On a functional limit result for increments of a fractional Brownian motion

被引：13

作者：

Wang, WS ^{[1
]}

机构：

[1] Zhejiang Univ, Dept Math, Hangzhou 310028, Peoples R China

[2] Hangzhou Teachers Coll, Dept Math, Hangzhou 310012, Peoples R China

来源：

ACTA MATHEMATICA HUNGARICA | 2001年 / 93卷 / 1-2期

关键词：

modulus of continuity; fractional Brownian motion; law of the iterated logarithm; increment;

D O I：

10.1023/A:1013829802476

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Large deviation results for Gaussian processes are presented. As an application, we obtain a functional limit result for small increments of a fractional Brownian motion. Levy's modulus of continuity for a fractional Brownian motion is obtained as a special case.

引用

页码：153 / 170

页数：18

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