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

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

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Malyarenko, Anatoliy

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