Small values of Gaussian processes and functional laws of the iterated logarithm
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Cites work
- scientific article; zbMATH DE number 3560401 (Why is no real title available?)
- scientific article; zbMATH DE number 3576428 (Why is no real title available?)
- scientific article; zbMATH DE number 3594385 (Why is no real title available?)
- scientific article; zbMATH DE number 3599204 (Why is no real title available?)
- scientific article; zbMATH DE number 3416765 (Why is no real title available?)
- A lim inf result in Strassen's law of the iterated logarithm
- A relation between Chung's and Strassen's laws of the iterated logarithm
- An invariance principle for the law of the iterated logarithm
- Fractional Brownian Motions, Fractional Noises and Applications
- Gaussian Sample Functions: Uniform Dimension and Hölder Conditions Nowhere
- Gaussian processes with biconvex covariances
- Gaussian processes with stationary increments possessing discontinuous sample paths
- Joint continuity of Gaussian local times
- Lim inf results for Gaussian samples and Chung's functional LIL
- Local sample path properties of Gaussian fields
- On Multivariate Normal Probabilities of Rectangles: Their Dependence on Correlations
- On the Maximum Partial Sums of Sequences of Independent Random Variables
- Rates of clustering for some Gaussian self-similar processes
- Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
- The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
- The other law of the iterated logarithm
Cited in
(73)- On large increments of a two-parameter fractional Wiener process
- Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion
- Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion
- Lower functions and Chung's LILs of the generalized fractional Brownian motion
- The Lower Classes of the Sub-Fractional Brownian Motion
- Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields
- Small ball probabilities of Gaussian fields
- Moduli of continuity of the local time of a class of sub-fractional Brownian motions
- Some liminf results on increments of fractional Brownian motion
- Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields
- An application of the Gaussian correlation inequality to the small deviations for a Kolmogorov diffusion
- Approximation, metric entropy and small ball estimates for Gaussian measures
- Maximal Inequalities for Fractional Brownian Motion: An Overview
- Some small ball probabilities for Gaussian processes under nonuniform norms
- The moduli of non-differentiability for Gaussian random fields with stationary increments
- Spectral conditions for strong local nondeterminism and exact Hausdorff measure of ranges of Gaussian random fields
- Smoothness of the density for solutions to Gaussian rough differential equations
- A decomposition of the bifractional Brownian motion and some applications
- Small deviations of weighted fractional processes and average non–linear approximation
- A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter
- Functional limit theorems for multiparameter fractional Brownian motion
- Chung's law of the iterated logarithm for anisotropic Gaussian random fields
- Small ball probabilities for Gaussian processes with stationary increments under Hölder norms
- On the large increments of fractional Brownian motion
- Chung-type law of the iterated logarithm on \(l^p\)-valued Gaussian processes
- Quasi sure Strassen's law of the iterated logarithm for increments of FBM in Hölder norm
- Decompositions of stochastic convolution driven by a white-fractional Gaussian noise
- The moduli of continuity for operator fractional Brownian motion
- Chung's functional law of the iterated logarithm for increments of a fractional Brownian motion
- On the fractal nature of increments of the infinite series of OU processes related to the Chung LIL
- Divergence of an integral of a process with small ball estimate
- Hölder conditions for the local times of multiscale fractional Brownian motion
- Chung's law of the iterated logarithm for subfractional Brownian motion
- Sample path properties of the local time of multifractional Brownian motion
- Kolmogorov numbers of Riemann-Liouville operators over small sets and applications to Gaussian processes
- A Gaussian correlation inequality and its applications to the existence of small ball constant.
- The fractal nature of the functional law of logarithm of fractional Brownian motions
- Mixed fractional Brownian sheets and their applications
- Functional limit theorems for C-R increments of \(k\)-dimensional Brownian motion in Hölder norm
- The fractional mixed fractional brownian motion and fractional brownian sheet
- Small deviations for the Poisson process
- Small deviations for the Poisson process
- Functional limit theorems for the increments of \(d\)-dimensional Gaussian processes in a Hölder type norm
- Some path properties of weighted-fractional Brownian motion
- Functional limit theorems for the infinite series of OU processes in Hölder norm
- On the local time of sub-fractional Brownian motion
- Strassen-type Laws of Iterated Logarithm for a Fractional Brownian Sheet
- The Csörgő-Révész moduli of non-differentiability of fractional Brownian motion
- Functional limit theorems for d-dimensional FBM in Hölder norm
- Sample paths of the solution to the fractional-colored stochastic heat equation
- Functional limit theorems for \(C\)-\(R\) increments of \(l^p\)-valued Wiener processes in the Hölder norm
- Chung's functional law of the iterated logarithm for the Brownian sheet
- Rates of clustering for some Gaussian self-similar processes
- Functional limit theorems for the increments of Gaussian samples
- Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes
- Properties of local-nondeterminism of Gaussian and stable random fields and their applications
- Sample path properties of bifractional Brownian motion
- scientific article; zbMATH DE number 7639714 (Why is no real title available?)
- Increments and sample path properties of Gaussian processes
- A GENERALIZATION OF FRACTAL INTERPOLATION STOCHASTIC PROCESSES TO HIGHER DIMENSIONS
- Hausdorff-type measures of the sample paths of fractional Brownian motion
- Probabilistic approach to the heat equation with a dynamic Hardy-type potential
- Small ball problem via wavelets for Gaussian processes
- Optimization of small deviation for mixed fractional Brownian motion with trend
- Long-time Hurst regularity of fractional stochastic differential equations and their ergodic means
- Strong local nondeterminism and exact modulus of continuity for isotropic Gaussian random fields on compact two-point homogeneous spaces
- Non-uniqueness for reflected rough differential equations
- Cameron–Martin type theorem for a class of non-Gaussian measures
- ANALYSIS AND COMPUTATIONS OF LEAST-SQUARES METHOD FOR OPTIMAL CONTROL PROBLEMS FOR THE STOKES EQUATIONS
- Sample paths properties of the set-indexed fractional Brownian motion
- Local time and related sample paths of filtered white noises
- Some singular sample path properties of a multiparameter fractional Brownian motion
- Convergence of trajectories in fractal interpolation of stochastic processes
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