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

DOI10.1023/A:1013829802476zbMath1001.60033OpenAlexW1665682152MaRDI QIDQ700379

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

Related Items (11)

Functional limit theorems for \(d\)-dimensional FBM in Hölder norm ⋮ Couplings and strong approximations to time-dependent empirical processes based on i.i.d. fractional Brownian motions ⋮ Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm ⋮ A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion ⋮ Bahadur-Kiefer representations for time dependent quantile processes ⋮ The fractal nature of the functional law of logarithm of fractional Brownian motions ⋮ Functional limit theorems for the increments of Gaussian samples ⋮ Functional limit theorems for the increments of \(d\)-dimensional Gaussian processes in a Hölder type norm ⋮ Quasi-sure functional limit theorem for increments of a fractional Brownian sheet in Hölder norm ⋮ Functional limit theorems for the infinite series of OU processes in Hölder norm ⋮ Strassen-type Laws of Iterated Logarithm for a Fractional Brownian Sheet

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