On the large increments of fractional Brownian motion
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Publication:1273005
DOI10.1016/S0167-7152(98)00140-0zbMATH Open0919.60045MaRDI QIDQ1273005FDOQ1273005
Authors: Charles El-Nouty 
Publication date: 31 August 1999
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
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fractional Brownian motionlaw of the iterated logarithm[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Sl%EF%BF%BD%EF%BF%BDpian%27s+lemma&go=Go Sl��pian's lemma]
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- Rates of clustering for some Gaussian self-similar processes
- On the size of the increments of nonstationary Gaussian processes
- Small ball probabilities for Gaussian processes with stationary increments under Hölder norms
- Upper classes for the increments of fractional Wiener processes
Cited In (13)
- Title not available (Why is that?)
- On the Maximum of a Fractional Brownian Motion
- Small deviations of weighted fractional processes and average non–linear approximation
- On a functional limit result for increments of a fractional Brownian motion
- Small values of the maximum for the integral of fractional Brownian motion
- On upper class of increments of fractional Brownian motion
- Limit theorems for logarithmic averages of fractional Brownian motions
- Large deviations for local time fractional Brownian motion and applications
- Large buffer asymptotics for the queue with fractional Brownian input
- On nonincrease of Brownian motion
- Strong invariance principles for ergodic Markov processes
- Title not available (Why is that?)
- The fractional mixed fractional Brownian motion.
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