Title of article
A Functional LIL and Some Weighted Occupation Measure Results for Fractional Brownian Motion
Author/Authors
Kuelbs، J. نويسنده , , Li، W. V. نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
-1006
From page
1007
To page
0
Abstract
Weighted occupation measure results are obtained for fractional Brownian motion. Proofs depend on small ball probability estimates of the sup-norm for these processes, which are then used to obtain a functional law of the iterated logarithm. The occupation measure results are consequences of the law of the iterated logarithm.
Keywords
Functional LIL , small ball probabilities , weighted occupation measures , fractional Brownian motion
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Serial Year
2002
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Record number
108373
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