The fractional mixed fractional brownian motion and fractional brownian sheet
From MaRDI portal
Publication:5429615
DOI10.1051/ps:2007029zbMath1185.60037OpenAlexW2107617051MaRDI QIDQ5429615
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
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotic properties and Hausdorff dimensions of fractional Brownian sheets
- Convex measures on locally convex spaces
- Small values of Gaussian processes and functional laws of the iterated logarithm
- The fractional mixed fractional Brownian motion.
- Fractional Brownian sheet
- Mixed fractional Brownian motion
- Local times of fractional Brownian sheets
- Optimal series representation of fractional Brownian sheets
- Small ball probabilities of fractional Brownian sheets via fractional integration operators
- Lower classes for fractional Brownian motion
- A Gaussian correlation inequality and its applications to small ball probabilities
- The influence of a log-type small ball factor in the study of the lower classes
- Lower classes of integrated fractional Brownian motion
- Existence of small ball constants for fractional Brownian motions
- Small deviations for some multi-parameter Gaussian processes