Lower classes for fractional Brownian motion
From MaRDI portal
Publication:1908211
DOI10.1007/BF02213740zbMATH Open0840.60076MaRDI QIDQ1908211FDOQ1908211
Publication date: 30 June 1996
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Cites Work
- Title not available (Why is that?)
- Convex measures on locally convex spaces
- On the Maximum Partial Sums of Sequences of Independent Random Variables
- A note on the Borel-Cantelli lemma
- On the law of the iterated logarithm
- On the increments of Wiener and related processes
- New Gaussian estimates for enlarged balls
Cited In (21)
- Small deviations for admixture additive \& multiplicative processes
- The influence of a log-type small ball factor in the study of the lower classes
- Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion
- Lower functions and Chung's LILs of the generalized fractional Brownian motion
- The Lower Classes of the Sub-Fractional Brownian Motion
- Maximal Inequalities for Fractional Brownian Motion: An Overview
- The moduli of non-differentiability for Gaussian random fields with stationary increments
- On the large increments of fractional Brownian motion
- Upper classes of the bifractional Brownian motion
- A Gaussian correlation inequality and its applications to the existence of small ball constant.
- The fractional mixed fractional brownian motion and fractional brownian sheet
- Title not available (Why is that?)
- The Csörgő-Révész moduli of non-differentiability of fractional Brownian motion
- Lower classes of the Riemann-Liouville process
- Packing-type measures of the sample paths of fractional Brownian motion
- Simulation paradoxes related to a fractional Brownian motion with small Hurst index
- Some results about the sample path properties of Markov processes with independent self-similar components
- Hausdorff-type measures of the sample paths of fractional Brownian motion
- The fractional mixed fractional Brownian motion.
- Two-component mixtures with independent coordinates as conditional mixtures: nonparametric identification and estimation
- Temporal properties of the stochastic fractional heat equation with spatially-colored noise
This page was built for publication: Lower classes for fractional Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1908211)