On a functional limit result for increments of a fractional Brownian motion

DOI10.1023/A:1013829802476MaRDI QIDQ700379zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 20 October 2002

Published in Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1013829802476

zbMATH Keywords

fractional Brownian motionmodulus of continuitylaw of the iterated logarithmincrement

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Strong limit theorems (60F15) Sample path properties (60G17)

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• Functional limit theorems for the infinite series of OU processes in Hölder norm
• Strassen-type Laws of Iterated Logarithm for a Fractional Brownian Sheet
• Functional limit theorems for d-dimensional FBM in Hölder norm
• Quasi-sure functional limit theorem for increments of a fractional Brownian sheet in Hölder norm
• Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm
• SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION
• Functional limit theorems for the increments of Gaussian samples
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