The fractal nature of thefunctional law of logarithm of fractional brownian motions

✍ Scribed by Wensheng Wang

• Publisher: Elsevier Science
• Year: 2004
• Tongue: English
• Weight: 420 KB
• Volume: 40
• Category: Article
• ISSN: 0895-7177
• DOI: 10.1016/j.mcm.2003.05.017

✦ Synopsis

A b s t r a c t --W e give a hitting criterion for the set of points where exceptiona ! oscillations of a fractional Brownian motion occur infinitely often, which is a generalization of the related results for Brownian motions. ~)2004 Elsevier Ltd. All rights reserved.