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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
Authors
Publication date
2008
Published in
Seminaire De Probabilites XLI
Series title/Series vol.
Lecture Notes in Mathematics; 1934
Start page
161
End page
179
Peer reviewed
REVIEWED
EPFL units
Available on Infoscience
November 30, 2010
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