A note on the fractional integrated fractional Brownian motion

被引：3

作者：

El-Nouty, C ^{[1
]}

机构：

[1] Univ Paris 06, LSTA, F-75013 Paris, France

来源：

关键词：

fractional integrated fractional Brownian motion; lower classes; small ball probabilities;

D O I：

10.1023/A:1025788122770

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We characterize the lower classes of the fractional integrated fractional Brownian motion by an integral test.

引用

页码：103 / 114

页数：12

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