DOI10.1016/j.mcm.2003.05.017zbMath1062.60032MaRDI 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 motion; fractal nature; functional law of logarithm; stationary increment
Mathematics Subject Classification ID
60F15: Strong limit theorems
60G17: Sample path properties