Strassen-type Laws of Iterated Logarithm for a Fractional Brownian Sheet
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Publication:4450722
DOI10.1081/SAP-120028030zbMATH Open1035.60027OpenAlexW2059864382MaRDI QIDQ4450722FDOQ4450722
Zhengyan Lin, Yong-Kab Choi, Wensheng Wang
Publication date: 15 February 2004
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sap-120028030
Recommendations
- Strassen's law of the iterated logarithm for increments of a Brownian sheet
- Strassen's functional LIL for \(n\)-times iterated fractional Brownian motion
- Chung's functional law of the iterated logarithm for the Brownian sheet
- Strassen's local law of the iterated logarithm for Lévy's area
- A remark on the multiparameter law of the iterated logarithm
Cites Work
- Small values of Gaussian processes and functional laws of the iterated logarithm
- On a functional limit result for increments of a fractional Brownian motion
- Some liminf results on increments of fractional Brownian motion
- Estimates for the small ball probabilities of the fractional Brownian sheet
- On Strassen's version of the law of the iterated logarithm for Gaussian processes
Cited In (5)
- Stratonovich Calculus with Respect to Fractional Brownian Sheet
- Strassen's law of the iterated logarithm for stochastic Volterra equations and applications
- Chung's functional law of the iterated logarithm for the Brownian sheet
- A Hanson-Russo-type law of the iterated logarithm for fractional Brownian motion
- Differentiation formula in Stratonovich version for fractional Brownian sheet
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