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A law of iterated logarithm for the subfractional Brownian motion and an application

Let [Formula: see text] be a sub-fractional Brownian motion with Hurst index [Formula: see text] . In this paper, we give a local law of the iterated logarithm of the form [Formula: see text] almost surely, for all [Formula: see text] , where [Formula: see text] for [Formula: see text] . As an appli...

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Bibliografske podrobnosti
izdano v:J Inequal Appl
Main Authors: Qi, Hongsheng, Yan, Litan
Format: Artigo
Jezik:Inglês
Izdano: Springer International Publishing 2018
Teme:
Online dostop:https://ncbi.nlm.nih.gov/pmc/articles/PMC5913413/
https://ncbi.nlm.nih.gov/pubmed/29720844
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1186/s13660-018-1675-1
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