Article thumbnail

A functional LIL and some weighted occupation measure results for fractional Brownian motion

By J. Kuelbs and W. V. Li

Abstract

Weighted occupation measure results are obtained for fractional Brownian motion. Proofs depend on small ball probability estimates of the sup-norm for these processes, which are then used to obtain a functional law of the iterated logarithm. The occupation measure results are consequences of the law of the iterated logarithm

Topics: KEY WORDS, Functional LIL, fractional Brownian motion, small ball probabilities
Year: 2002
OAI identifier: oai:CiteSeerX.psu:10.1.1.147.2097
Provided by: CiteSeerX
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://citeseerx.ist.psu.edu/v... (external link)
  • http://titan.math.udel.edu/~wl... (external link)
  • Suggested articles


    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.