Functional Limit Theorems for d–dimensional FBM in Hölder Norm
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10114-005-0744-9.pdf
Reference21 articles.
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2. Chen, B.: Ph D. Dissertation Univ. Carleton of Canada, 1998, Ottawa, Canada
3. Wang, W. S.: A generalization law of functional law of the iterated logarithm for (r, p)–capacities on the Wiener space. Stochastic Process Appl., 96, 1–16 (2001)
4. Wang, W. S.: On a functional limit results for increments of a fractional Brownian motion. Acta Math. Hungar., 93(1–2), 157–170 (2001)
5. Wang, W. S.: Exact rates of covergence of functional limit theorems for Csõrgö–Révész increments of a Wiener process. Acta Mathematics Sinica, English Series, 18(4), 727–936 (2002)
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1. Quasi Sure Strassen’s Law of the Iterated Logarithm for Increments of FBM in Hölder Norm;Journal of Contemporary Mathematical Analysis (Armenian Academy of Sciences);2021-01
2. Chung’s Functional Law of the Iterated Logarithm for Increments of a Fractional Brownian Motion;Journal of Theoretical Probability;2018-10-24
3. Quasi-sure functional limit theorem for increments of a fractional Brownian sheet in Hölder norm;Communications in Statistics - Theory and Methods;2015-11-07
4. Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm;Acta Mathematica Sinica, English Series;2015-05-09
5. Functional limit theorems for the increments of d-dimensional Gaussian processes in a Hölder type norm;Computers & Mathematics with Applications;2007-09
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