Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion (Q2100003)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion |
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Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion (English)
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21 November 2022
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Gaussian self-similar process
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generalized fractional Brownian motion
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exact uniform modulus of continuity
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small ball probability
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Chung's LIL
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tangent process
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Lamperti's transformation
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