Functional limit theorems for \(d\)-dimensional FBM in Hölder norm (Q882746)

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Functional limit theorems for \(d\)-dimensional FBM in Hölder norm
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    title
    Functional limit theorems for \(d\)-dimensional FBM in Hölder norm (English)
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    author
    Zheng Yan Lin
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    Wen Sheng Wang
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    Kyo-Shin Hwang
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    publication date
    24 May 2007
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    Mathematics Subject Classification ID
    60F17
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    60G15
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    60G18
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    zbMATH DE Number
    5156873
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    zbMATH Keywords
    large deviation probability
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    Hölder norm
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    fractional Brownian motion
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