The fractional mixed fractional brownian motion and fractional brownian sheet

DOI10.1051/ps:2007029zbMath1185.60037OpenAlexW2107617051MaRDI 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 motionfractional Brownian sheetsmall ball probabilitieslower classes

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15)

Related Items

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

Cites Work

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