SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION
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Publication:2746383
DOI10.1081/SAP-100002099zbMath0990.60025MaRDI QIDQ2746383
Yong-Kab Choi, Zheng Yan Lin, Kyo-Shin Hwang
Publication date: 10 October 2001
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
large deviations; strong limit theorem; increment; multiparameter fractional Brownian motion; Fernique's lemma
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