Small deviations for admixture additive & multiplicative processes

Define the admixture additive processes [Formula: see text] and the admixture multiplicative processes [Formula: see text] where [Formula: see text] are finite constants, [Formula: see text] is the standard Brownian motion, [Formula: see text] is the fractional integrated Brownian motion with index...

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Detalles Bibliográficos
Autores principales: Liang, Mingjie, Wu, Bingyao
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2018
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6096921/
https://www.ncbi.nlm.nih.gov/pubmed/30839559
http://dx.doi.org/10.1186/s13660-018-1798-4
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author Liang, Mingjie
Wu, Bingyao
author_facet Liang, Mingjie
Wu, Bingyao
author_sort Liang, Mingjie
collection PubMed
description Define the admixture additive processes [Formula: see text] and the admixture multiplicative processes [Formula: see text] where [Formula: see text] are finite constants, [Formula: see text] is the standard Brownian motion, [Formula: see text] is the fractional integrated Brownian motion with index parameter [Formula: see text] , [Formula: see text] is the fractional Brownian motion with Hurst parameter [Formula: see text] , [Formula: see text] is the stable process with index [Formula: see text] , and they are independent of each other. The small deviation for [Formula: see text] and the lower bound of small deviation for [Formula: see text] are obtained. As an application, limit inf type LIL is given for [Formula: see text] .
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spelling pubmed-60969212018-08-24 Small deviations for admixture additive & multiplicative processes Liang, Mingjie Wu, Bingyao J Inequal Appl Research Define the admixture additive processes [Formula: see text] and the admixture multiplicative processes [Formula: see text] where [Formula: see text] are finite constants, [Formula: see text] is the standard Brownian motion, [Formula: see text] is the fractional integrated Brownian motion with index parameter [Formula: see text] , [Formula: see text] is the fractional Brownian motion with Hurst parameter [Formula: see text] , [Formula: see text] is the stable process with index [Formula: see text] , and they are independent of each other. The small deviation for [Formula: see text] and the lower bound of small deviation for [Formula: see text] are obtained. As an application, limit inf type LIL is given for [Formula: see text] . Springer International Publishing 2018-08-08 2018 /pmc/articles/PMC6096921/ /pubmed/30839559 http://dx.doi.org/10.1186/s13660-018-1798-4 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
Liang, Mingjie
Wu, Bingyao
Small deviations for admixture additive & multiplicative processes
title Small deviations for admixture additive & multiplicative processes
title_full Small deviations for admixture additive & multiplicative processes
title_fullStr Small deviations for admixture additive & multiplicative processes
title_full_unstemmed Small deviations for admixture additive & multiplicative processes
title_short Small deviations for admixture additive & multiplicative processes
title_sort small deviations for admixture additive & multiplicative processes
topic Research
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6096921/
https://www.ncbi.nlm.nih.gov/pubmed/30839559
http://dx.doi.org/10.1186/s13660-018-1798-4
work_keys_str_mv AT liangmingjie smalldeviationsforadmixtureadditivemultiplicativeprocesses
AT wubingyao smalldeviationsforadmixtureadditivemultiplicativeprocesses

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