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Fractal nature of the functional laws of logarithm of a fractional Brownian motion

被引：0
|
作者：
Wang, WS [1 ]
机构：
[1] Zhejiang Univ, Dept Math, Hangzhou 310028, Peoples R China
来源：
STOCHASTIC ANALYSIS AND APPLICATIONS, VOL 3 | 2003年
关键词：
limsup random fractal; increment;
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We prove limsup random fractal of functional limit law of a fractional Brownian motion.
引用
收藏
页码：203 / 211
页数：9
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