On the fractal nature of increments of the infinite series of OU processes related to the Chung LIL

DOI10.1007/S11766-998-0043-1MaRDI QIDQ1129816zbMATH OpenOpenAlexFDO

Authors Lixin Zhang

Publication date 9 March 1999

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11766-998-0043-1

zbMATH Keywords

Hausdorff dimensionOrnstein-Uhlenbeck processWiener process

Mathematics Subject Classification ID

Strong limit theorems (60F15) Gaussian processes (60G15)

Recommendations

• scientific article; zbMATH DE number 851061
• On the fractal nature of increments of l_p-valued Gaussian processes
• Some functional limit theorems for the infinite series of OU processes
• scientific article; zbMATH DE number 1261197

Cites work

• How Often on a Brownian Path Does the Law of Iterated Logarithm Fail?
• scientific article; zbMATH DE number 3941840 (Why is no real title available?)
• scientific article; zbMATH DE number 851061 (Why is no real title available?)
• scientific article; zbMATH DE number 3211221 (Why is no real title available?)
• On the fractal nature of empirical increments
• On the fractal nature of increments of l_p-valued Gaussian processes
• Small ball probabilities for Gaussian processes with stationary increments under Hölder norms
• Small ball probabilities of Gaussian fields
• Small values of Gaussian processes and functional laws of the iterated logarithm
• The measure theory of random fractals
• The small ball problem for the Brownian sheet

Cited in

(2)

• Increments and sample path properties of Gaussian processes
• Fractales aléatoires non standard pour les accroissements empiriques

This page was built for publication: On the fractal nature of increments of the infinite series of OU processes related to the Chung LIL

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1129816)