Functional limit theorems for \(d\)-dimensional FBM in Hölder norm

DOI10.1007/s10114-005-0744-9zbMath1114.60029OpenAlexW1968184305MaRDI 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

zbMATH Keywords

Hölder normfractional Brownian motionlarge deviation probability

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18) Functional limit theorems; invariance principles (60F17)

Related Items (4)

Quasi sure large deviation for increments of fractional Brownian motion in Hölder 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 ⋮ Functional limit theorems for the increments of \(d\)-dimensional Gaussian processes in a Hölder type norm

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