On the lower classes of some mixed fractional Gaussian processes with two logarithmic factors

DOI10.1155/2008/160303MaRDI QIDQ936985zbMATH OpenOpenAlexWikidataFDO

Authors Charles El-Nouty

Publication date 20 August 2008

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/54507

Mathematics Subject Classification ID

Gaussian processes (60G15)

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Cites work

• scientific article; zbMATH DE number 47625 (Why is no real title available?)
• scientific article; zbMATH DE number 1870459 (Why is no real title available?)
• scientific article; zbMATH DE number 782652 (Why is no real title available?)
• A Gaussian correlation inequality and its applications to small ball probabilities
• Convex measures on locally convex spaces
• Fractional Brownian motion and packing dimension
• Gaussian processes: Inequalities, small ball probabilities and applications
• Mixed fractional Brownian motion
• Small ball probabilities of fractional Brownian sheets via fractional integration operators
• Small deviations for some multi-parameter Gaussian processes
• The fractional mixed fractional Brownian motion.
• The fractional mixed fractional brownian motion and fractional brownian sheet
• The influence of a log-type small ball factor in the study of the lower classes

Cited in

(4)

• The influence of a log-type small ball factor in the study of the lower classes
• The fractional mixed fractional brownian motion and fractional brownian sheet
• Optimization of small deviation for mixed fractional Brownian motion with trend
• The fractional mixed fractional Brownian motion.

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