Some limit theorems for fractional Levy Brownian fields

被引：16

作者：

Lin, ZY ^{[1
]}

Choi, YK

机构：

[1] Zhejiang Univ, Dept Math, Hangzhou 310028, Peoples R China

[2] Gyeongsang Natl Univ, Coll Nat Sci, Dept Math, Chinju 660701, South Korea

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1999年 / 82卷 / 02期

关键词：

fractional Levy Brownian motion; Gaussian process; limit superior and limit inferior;

D O I：

10.1016/S0304-4149(99)00019-8

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we establish large increment results and moduli of continuty for a two-parameter fractional Levy Brownian motion on rectangles in the Euclidean plane via estimating upper bounds of large deviation probabilities on suprema of the two-parameter fractional Levy Brownian motion. (C) 1999 Published by Elsevier Science B.V. All rights reserved. MSC. 60F15; 60G17.

引用

页码：229 / 244

页数：16

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