On upper class of increments of fractional Brownian motion (Q1868448)
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scientific article; zbMATH DE number 1901503
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| English | On upper class of increments of fractional Brownian motion |
scientific article; zbMATH DE number 1901503 |
Statements
On upper class of increments of fractional Brownian motion (English)
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27 April 2003
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The article is devoted to the behaviour of increments of the fractional Brownian motion. The author presents sufficient conditions for a function to be in upper class for this process. The main results cover all possible values of the Hurst parameter.
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fractional Brownian motion
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supremum of the Gaussian process
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0.8441019654273987
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0.8103017210960388
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0.8085997700691223
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0.8022885322570801
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