A law of iterated logarithm for the subfractional Brownian motion and an application

DOI10.1186/s13660-018-1675-1zbMath1497.60051OpenAlexW2803815598WikidataQ54965196 ScholiaQ54965196MaRDI QIDQ824542

Litan Yan, Hong-Sheng Qi

Publication date: 15 December 2021

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-018-1675-1

zbMATH Keywords

iterated logarithm\(\phi\)-variationsub-fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Functional limit theorems; invariance principles (60F17)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Selected aspects of fractional Brownian motion.
• \(\Phi \)-variation of a bifractional Brownian motion
• Functional limit theorems for multiparameter fractional Brownian motion
• Realized power variation and stochastic volatility models
• Sub-fractional Brownian motion and its relation to occupation times
• On the collision local time of sub-fractional Brownian motions
• The generalized Bouleau-Yor identity for a sub-fractional Brownian motion
• Some extensions of fractional Brownian motion and sub-fractional Brownian motion related to particle systems
• Stochastic calculus for fractional Brownian motion and related processes.
• Sample path properties of bifractional Brownian motion
• Oscillation of sample functions in stationary Gaussian processes
• Exact asymptotic estimates of Brownian path variation
• Sample functions of the Gaussian process
• Limit theorems for occupation time fluctuations of branching systems. I: long-range dependence
• Some path properties of weighted-fractional Brownian motion
• Integral transformations and anticipative calculus for fractional Brownian motions
• Concrete Functional Calculus
• Uniform Central Limit Theorems
• Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
• A central limit theorem associated with sub-fractional Brownian motion and an application
• Estimators for the Drift of Subfractional Brownian Motion
• Some properties of the sub-fractional Brownian motion
• Stochastic Calculus for Fractional Brownian Motion and Applications

This page was built for publication: A law of iterated logarithm for the subfractional Brownian motion and an application