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Functional limit theorems for multiparameter fractional Brownian motion
Mälardalen University, School of Education, Culture and Communication. (Analytical Finance)ORCID iD: 0000-0002-0139-0747
2006 (English)In: Journal of theoretical probability, ISSN 0894-9840, E-ISSN 1572-9230, Vol. 19, no 2, p. 263-288Article in journal (Refereed) Published
Abstract [en]

We prove a general functional limit theorem for multiparameterfractional Brownian motion. The functional law of the iteratedlogarithm, functional Lévy's modulus of continuity and manyother results are its particular cases. Applications toapproximation theory are discussed.
Place, publisher, year, edition, pages
Springer , 2006. Vol. 19, no 2, p. 263-288
Keywords [en]
Multiparameter fractional Brownian motion, functional limit theorem, law of the iterated logarithm
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-5293DOI: 10.1007/s10959-006-0014-5ISI: 000242829800001Scopus ID: 2-s2.0-33845627654OAI: oai:DiVA.org:mdh-5293DiVA, id: diva2:160346
Available from: 2009-03-02 Created: 2009-02-13 Last updated: 2017-12-14Bibliographically approved

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Malyarenko, Anatoliy

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CiteExportLink to record
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Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
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  • de-DE
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