scientific article; zbMATH DE number 5524368
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Publication:3609469
zbMATH Open1174.60334MaRDI QIDQ3609469FDOQ3609469
Authors: Zhengyan Lin, Kyo-Shin Hwang, Tian-Xiao Pang
Publication date: 6 March 2009
Title of this publication is not available (Why is that?)
Gaussian random vectorslarge deviation probabilityfunctional modulus of continuityHölder norm\(d\)-dimensional fractional Brownian motion
Gaussian processes (60G15) Brownian motion (60J65) Strong limit theorems (60F15) Self-similar stochastic processes (60G18)
Cited In (5)
- A functional modulus of continuity for Brownian motion
- Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion
- Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm
- On the functional form of L�vy's modulus of continuity for Brownian motion
- Stieltjes integrals of Hölder continuous functions with applications to fractional Brownian motion
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