A law of the iterated logarithm for fractional Brownian motions

We show that for a class of Gaussian processes indexed by one dimensional time, the local times obey the behavior conjectured by Xiao.


Published in:
Seminaire De Probabilites Xli, 1934, 161-179
Year:
2008
Keywords:
Laboratories:




 Record created 2010-11-30, last modified 2019-05-20


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