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

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

D. Kharzeev

Publication date: 20 October 2002

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

zbMATH Keywords

fractional Brownian motion; modulus of continuity; law of the iterated logarithm; increment

Mathematics Subject Classification ID

60G15: Gaussian processes

60F15: Strong limit theorems

60J65: Brownian motion

60G17: Sample path properties