A law of the iterated logarithm for fractional Brownian motions
Baraka, Driss; Mountford, Thomas
2008

Abstract

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

Details

Title A law of the iterated logarithm for fractional Brownian motions
Author(s) Baraka, Driss ; Mountford, Thomas
Published in Seminaire De Probabilites XLI
Series Lecture Notes in Mathematics, 1934
Pages 161-179
Date 2008
Keywords
DOI https://doi.org/10.1007/978-3-540-77913-1_7
Other identifier(s) View record in Web of Science
Laboratories PRST
Record Appears in Scientific production and competences > SB - School of Basic Sciences > MATH - Institute of Mathematics > PRST - Chair of Stochastic Processes
Scientific production and competences > SB - School of Basic Sciences > Mathematics
Peer-reviewed publications
Conference Papers
Work produced at EPFL
Published
Record creation date 2010-11-30

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