Lipschitz conditions for $\operatorname{Sub}_{𝜙}(Ω)$-processes and applications to weakly self-similar processes with stationary increments

DOI10.1090/S0094-9000-2011-00827-7zbMath1232.60031MaRDI QIDQ3114548

Tommi Sottinen, Yuriy Vasil'ovich Kozachenko, Olga Vasilik

Publication date: 19 February 2012

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60G17: Sample path properties

60G18: Self-similar stochastic processes

Cites Work

• Sample functions of the Gaussian process
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