Some limit theorems on the increments of a multi-parameter fractional Brownian motion

被引：7
|
作者：
Lin, ZY
Choi, YK
Hwang, KS
机构：
[1] Zhejiang Univ, Dept Math, Hangzhou 310028, Zhejiang, Peoples R China
[2] Gyeongsang Natl Univ, Dept Math, Coll Nat Sci, Chinju 660701, South Korea
来源：
STOCHASTIC ANALYSIS AND APPLICATIONS | 2001年 / 19卷 / 04期
关键词：
multi-parameter fractional Brownian motion; large deviation probability; limit superior and limit inferior;
D O I：
10.1081/SAP-100002099
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper we establish limit inferior and limit superior results on the increments of a multi-parameter fractional Brownian motion, via estimating upper bounds of large deviation probabilities on the suprema of the fractional Brownian motion.
引用
收藏
页码：499 / 517
页数：19
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