A liminf result for Hanson-Russo type increments of fractional Brownian motion

被引:1
作者
Zhang, LX [1 ]
机构
[1] HANGZHOU UNIV,DEPT MATH,HANGZHOU 310028,PEOPLES R CHINA
关键词
Hanson-Russo type increments; Wiener process; fractional Brownian motion;
D O I
10.1016/S0252-9602(17)30834-2
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Let {X(t), t greater than or equal to 0} be a fractional Brownian motion of order 2 alpha with 0 < alpha < 1,beta > 0 be a real number, alpha(T) be a function of T and 0 < alpha(T), [GRAPHICS] (log T/alpha(T))/log T = r, (0 less than or equal to r less than or equal to infinity). In this paper, we proved that [GRAPHICS] where c(1), c(2) are two positive constants depending only on alpha,beta.
引用
收藏
页码:190 / 197
页数:8
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