Almost sure oscillation of certain random processes

DOI10.2307/3318523zbMath0885.60018OpenAlexW4229628906MaRDI QIDQ1815789

Jean-Marc Azaïs, Mario Wschebor

Publication date: 1 April 1998

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1178291722

zbMATH Keywords

fractional Brownian motionmartingalesGaussian processoccupation measurestable processesalmost sure oscillationsymmetric stable law

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sample path properties (60G17) Stochastic processes (60G99)

Related Items (14)

Convergence of the increments of a stochastic integral associated to the stochastic wave equation ⋮ Generalized Lorenz curves and convexifications of stochastic processes ⋮ Estimating the Hurst parameter ⋮ On tightness and weak convergence in the approximation of the occupation measure of fractional Brownian motion ⋮ Smoothing and occupation measures of stochastic processes ⋮ Sample path properties of bifractional Brownian motion ⋮ Some new almost sure results on the functional increments of the uniform empirical process ⋮ Convex rearrangements of Lévy processes ⋮ Gaussian and non-Gaussian processes of zero power variation ⋮ Approximation of the occupation measure of Lévy processes ⋮ Rearrangements of Gaussian fields ⋮ Estimation in models driven by fractional Brownian motion ⋮ Large deviations and Wschebor's theorems ⋮ Generalized grey Brownian motion local time: existence and weak approximation

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