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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2018
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| Materias: | |
| 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 |