scientific article; zbMATH DE number 1301691

MaRDI QIDQ4246902zbMATH OpenFDO

Authors Chuanrong Lu, Hao Yu

Publication date 16 June 1999

zbMATH Keywords

fractional Wiener processGaussian processesincrement estimationslimit inferior for stochastic processes

Mathematics Subject Classification ID

Foundations of stochastic processes (60G05) Gaussian processes (60G15)

Review text

Based on some results related to M. Csörgő and to the first author, the present note succeeds to prove a theorem that shows how small there are the increments of a fractional Wiener process, under certain conditions. For the entire collection see [Zbl 0901.00049].

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• scientific article; zbMATH DE number 4211195 (Why is no real title available?)

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