conference paper
A law of the iterated logarithm for fractional Brownian motions
2008
Seminaire De Probabilites XLI
We show that for a class of Gaussian processes indexed by one dimensional time, the local times obey the behavior conjectured by Xiao.
Type
conference paper
Web of Science ID
WOS:000259262300007
Author(s)
Baraka, Driss
Date Issued
2008
Published in
Seminaire De Probabilites XLI
Series title/Series vol.
Lecture Notes in Mathematics; 1934
Start page
161
End page
179
Editorial or Peer reviewed
REVIEWED
Written at
EPFL
EPFL units
Available on Infoscience
November 30, 2010
Use this identifier to reference this record