The fractal nature of the functional law of logarithm of fractional Brownian motions

DOI10.1016/j.mcm.2003.05.017zbMath1062.60032OpenAlexW2034069788MaRDI QIDQ1764999

Xianqiang Yang

Publication date: 22 February 2005

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2003.05.017

zbMATH Keywords

fractional Brownian motionfractal naturefunctional law of logarithmstationary increment

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sample path properties (60G17)

Cites Work

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• On the existence of subsets of finite positive packing measure
• An invariance principle for the law of the iterated logarithm
• On Strassen's version of the law of the iterated logarithm for Gaussian processes

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