Functional Limit Theorems for Multiparameter Fractional Brownian Motion

A. Benassi; A. Erdeélyi; A. Khintchin; A.P. Prudnikov; A.P. Prudnikov; A.P. Prudnikov; Anatoliy Malyarenko; C. Mueller; D. Monrad; H. Oodaira; H. Oodaira; K. Dzhaparidze; M.A. Lifshits; M.I. Yadrenko; N. Gantert; N.Ya. Vilenkin; P. Lévy; V. Strassen

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Functional Limit Theorems for Multiparameter Fractional Brownian Motion

Authors: A. Benassi
A. Erdeélyi
A. Khintchin
A.P. Prudnikov
A.P. Prudnikov
A.P. Prudnikov
Anatoliy Malyarenko
C. Mueller
D. Monrad
H. Oodaira
H. Oodaira
K. Dzhaparidze
M.A. Lifshits
M.I. Yadrenko
N. Gantert
N.Ya. Vilenkin
P. Lévy
V. Strassen
Publication date: 1 May 2004
Publisher: 'Springer Science and Business Media LLC'
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Abstract

We prove a general functional limit theorem for multiparameter fractional Brownian motion. The functional law of the iterated logarithm, functional L\'{e}vy's modulus of continuity and many other results are its particular cases. Applications to approximation theory are discussed.Comment: AMS-LaTeX, 23 page