The fractional mixed fractional brownian motion and fractional brownian sheet

DOI10.1051/ps:2007029zbMath1185.60037OpenAlexW2107617051MaRDI QIDQ5429615

Charles El-Nouty

Publication date: 30 November 2007

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2007__11__448_0

zbMATH Keywords

fractional Brownian motionfractional Brownian sheetsmall ball probabilitieslower classes

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15)

Related Items (1)

On the lower classes of some mixed fractional Gaussian processes with two logarithmic factors

Cites Work

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• Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets
• Convex measures on locally convex spaces
• Small values of Gaussian processes and functional laws of the iterated logarithm
• The fractional mixed fractional Brownian motion.
• Fractional Brownian sheet
• Mixed fractional Brownian motion
• Local times of fractional Brownian sheets
• Optimal series representation of fractional Brownian sheets
• Small ball probabilities of fractional Brownian sheets via fractional integration operators
• Lower classes for fractional Brownian motion
• A Gaussian correlation inequality and its applications to small ball probabilities
• The influence of a log-type small ball factor in the study of the lower classes
• Lower classes of integrated fractional Brownian motion
• Existence of small ball constants for fractional Brownian motions
• Small deviations for some multi-parameter Gaussian processes

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