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
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author Qi, Hongsheng
Yan, Litan
author_facet Qi, Hongsheng
Yan, Litan
author_sort Qi, Hongsheng
collection PubMed
description 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 application, we introduce the [Formula: see text] -variation of [Formula: see text] driven by [Formula: see text] [Formula: see text] with [Formula: see text] .
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spelling pubmed-59134132018-04-30 A law of iterated logarithm for the subfractional Brownian motion and an application Qi, Hongsheng Yan, Litan J Inequal Appl Research 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 application, we introduce the [Formula: see text] -variation of [Formula: see text] driven by [Formula: see text] [Formula: see text] with [Formula: see text] . Springer International Publishing 2018-04-23 2018 /pmc/articles/PMC5913413/ /pubmed/29720844 http://dx.doi.org/10.1186/s13660-018-1675-1 Text en © The Author(s) 2018 Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
spellingShingle Research
Qi, Hongsheng
Yan, Litan
A law of iterated logarithm for the subfractional Brownian motion and an application
title A law of iterated logarithm for the subfractional Brownian motion and an application
title_full A law of iterated logarithm for the subfractional Brownian motion and an application
title_fullStr A law of iterated logarithm for the subfractional Brownian motion and an application
title_full_unstemmed A law of iterated logarithm for the subfractional Brownian motion and an application
title_short A law of iterated logarithm for the subfractional Brownian motion and an application
title_sort law of iterated logarithm for the subfractional brownian motion and an application
topic Research
url 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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