The fractional mixed fractional brownian motion and fractional brownian sheet

DOI10.1051/ps:2007029zbMath1185.60037MaRDI QIDQ5429615

Charles El-Nouty

Publication date: 30 November 2007

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2007__11__448_0

zbMATH Keywords

fractional Brownian motion; fractional Brownian sheet; small ball probabilities; lower classes

Mathematics Subject Classification ID

60G15: Gaussian processes

60G22: Fractional processes, including fractional Brownian motion

60F15: Strong limit theorems

Related Items

On the lower classes of some mixed fractional Gaussian processes with two logarithmic factors

Cites Work

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