A law of iterated logarithm for the subfractional Brownian motion and an application

Let [Formula: see text] be a sub-fractional Brownian motion with Hurst index [Formula: see text] . In this paper, we give a local law of the iterated logarithm of the form [Formula: see text] almost surely, for all [Formula: see text] , where [Formula: see text] for [Formula: see text] . As an appli...

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Detalles Bibliográficos
Autores principales: Qi, Hongsheng, Yan, Litan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2018
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5913413/
https://www.ncbi.nlm.nih.gov/pubmed/29720844
http://dx.doi.org/10.1186/s13660-018-1675-1

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5913413/
https://www.ncbi.nlm.nih.gov/pubmed/29720844
http://dx.doi.org/10.1186/s13660-018-1675-1

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