Upper classes for the increments of fractional Wiener processes (Q1094749)

From MaRDI portal
Revision as of 03:12, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Upper classes for the increments of fractional Wiener processes
scientific article

    Statements

    Upper classes for the increments of fractional Wiener processes (English)
    0 references
    0 references
    1988
    0 references
    Let \(\{\) X(t),t\(\geq 0\}\) be a centered Gaussian process with stationary increments and E \(X^ 2(t)= C_ 0t^{2\alpha}\) for some \(C_ 0>0\), \(0<\alpha <1\), and let \(0<a_ t\leq t\) be a nondecreasing function of t with \(a_ t/t\) nonincreasing. The asymptotic behaviour of several increment processes constructed from X and \(a_ t\) is studied in terms of their upper classes.
    0 references
    Gaussian process with stationary increments
    0 references
    asymptotic behaviour
    0 references
    increment processes
    0 references
    fractional Wiener process
    0 references

    Identifiers