On the large increments of fractional Brownian motion
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- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- How big are the increments of a Wiener process?
- Lim inf results for Gaussian samples and Chung's functional LIL
- Lower classes for fractional Brownian motion
- On large intervals in the Cs�rg?-R�v�sz theorem on increments of a Wiener process
- On the size of the increments of nonstationary Gaussian processes
- Rates of clustering for some Gaussian self-similar processes
- Small ball probabilities for Gaussian processes with stationary increments under Hölder norms
- Small values of Gaussian processes and functional laws of the iterated logarithm
- Upper classes for the increments of fractional Wiener processes
Cited in
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- Limit theorems for logarithmic averages of fractional Brownian motions
- The fractional mixed fractional Brownian motion.
- On the Maximum of a Fractional Brownian Motion
- On upper class of increments of fractional Brownian motion
- Large deviations for local time fractional Brownian motion and applications
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