Functional limit theorems for \(d\)-dimensional FBM in Hölder norm
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Publication:882746
DOI10.1007/s10114-005-0744-9zbMath1114.60029MaRDI QIDQ882746
Wen Sheng Wang, Zheng Yan Lin, Kyo-Shin Hwang
Publication date: 24 May 2007
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-005-0744-9
60G15: Gaussian processes
60G18: Self-similar stochastic processes
60F17: Functional limit theorems; invariance principles
Related Items
Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm, Functional limit theorems for the increments of \(d\)-dimensional Gaussian processes in a Hölder type norm, Chung's functional law of the iterated logarithm for increments of a fractional Brownian motion, Quasi sure Strassen's law of the iterated logarithm for increments of FBM in Hölder norm
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