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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.
Use this identifier to reference this record
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