scientific article; zbMATH DE number 5524368

MaRDI QIDQ3609469zbMATH OpenFDO

Authors Zhengyan Lin, Kyo-Shin Hwang, Tian-Xiao Pang

Publication date 6 March 2009

zbMATH Keywords

Gaussian random vectorslarge deviation probabilityfunctional modulus of continuityHölder norm\(d\)-dimensional fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Strong limit theorems (60F15) Self-similar stochastic processes (60G18)

Cited in

(5)

• Stieltjes integrals of Hölder continuous functions with applications to fractional Brownian motion
• 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

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