A Note on the Fractional Integrated Fractional Brownian Motion

被引：0

作者：

Charles El-Nouty

机构：

来源：

Acta Applicandae Mathematica | 2003年 / 78卷

关键词：

fractional integrated fractional Brownian motion; lower classes; small ball probabilities;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We characterize the lower classes of the fractional integrated fractional Brownian motion by an integral test.

引用

页码：103 / 114

页数：11

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