Lower classes for fractional Brownian motion

被引：30

|

作者：

Talagrand, M ^{[1
]}

机构：

[1] DEPT MATH,COLUMBUS,OH 43210

来源：

JOURNAL OF THEORETICAL PROBABILITY | 1996年 / 9卷 / 01期

关键词：

Gaussian process; fractional Brownian motion;

D O I：

10.1007/BF02213740

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：

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

引用

收藏

页码：191 / 213

页数：23

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