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How big are the increments of a multifractional Brownian motion?

✍ Scribed by Lin Zhengyan

Book ID
111783862
Publisher
SP Science China Press
Year
2002
Tongue
English
Weight
178 KB
Volume
45
Category
Article
ISSN
1674-7283

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πŸ“œ SIMILAR VOLUMES

How big are the lag increments of a Gaus
How big are the lag increments of a Gaussian process?
✍ Y.K. Choi; K.S. Hwang πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 357 KB

In this paper, the limit theorems on lag increments of a Wiener process due to Chen, Kong and Lin [1] are developed to the case of a Gaussian process via estimating upper bounds of large deviation probabilities on suprema of the Gaussian process.