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

DOI10.1023/A:1013829802476zbMATH Open1001.60033OpenAlexW1665682152MaRDI QIDQ700379FDOQ700379

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

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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)

Cited In (18)

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• Some \(\liminf\) results on increments of the primitives of Brownian motion
• Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift
• Bahadur-Kiefer representations for time dependent quantile processes
• On the large increments of fractional Brownian motion
• A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion
• Couplings and strong approximations to time-dependent empirical processes based on i.i.d. fractional Brownian motions
• The fractal nature of the functional law of logarithm of fractional Brownian motions
• Functional limit theorems for the increments of \(d\)-dimensional Gaussian processes in a Hölder type 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
• 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
• SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION
• Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm
• Title not available (Why is that?)
• Functional limit theorems for the increments of Gaussian samples
• Title not available (Why is that?)

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