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SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION

✍ Scribed by Lin, Zheng-Yan; Choi, Yong-Kab; Hwang, Kyo-Shin


Book ID
126837464
Publisher
Taylor and Francis Group
Year
2001
Tongue
English
Weight
214 KB
Volume
19
Category
Article
ISSN
0736-2994

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Let {BH(t), t ~>0} be a fractional Brownian motion with index 00. We establish some laws of the iterated logarithm for Vr.