mdh.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Functional limit theorems for multiparameter fractional Brownian motion
Mälardalen University, Department of Mathematics and Physics. (Analytical Finance)ORCID iD: 0000-0002-0139-0747
2004 (English)Report (Other academic)
Abstract [en]

We prove a general functional limit theorem for mul-tiparameter fractional Brownian motion. The functional law ofthe iterated logarithm, functional L ́evy’s modulus of continuityand many other results are its particular cases. Applications toapproximation theory are discussed.

Place, publisher, year, edition, pages
2004. , 22 p.
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-3190OAI: oai:DiVA.org:mdh-3190DiVA: diva2:115854
Available from: 2007-04-12 Created: 2007-04-12 Last updated: 2015-08-18Bibliographically approved

Open Access in DiVA

No full text

Other links

http://arxiv.org/abs/math/0405009

Authority records BETA

Malyarenko, Anatoliy

Search in DiVA

By author/editor
Malyarenko, Anatoliy
By organisation
Department of Mathematics and Physics
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 102 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf