Lower classes for fractional Brownian motion

被引：31
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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