Chung's functional law of the iterated logarithm for increments of a fractional Brownian motion

DOI10.1007/s10959-018-0866-5zbMath1481.60076MaRDI QIDQ1741878

Yong Hong Liu, Yongxiang Mo

Publication date: 7 May 2019

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-018-0866-5

zbMATH Keywords

fractional Brownian motion; increments; Chung's functional law of the iterated logarithm

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60F15: Strong limit theorems

60F17: Functional limit theorems; invariance principles