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
收藏
页码：153 / 170
页数：18
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