Functional Limit Theorems for Multiparameter Fractional Brownian Motion
概率论
2013-11-18 v1
摘要
We prove a general functional limit theorem for multiparameter fractional Brownian motion. The functional law of the iterated logarithm, functional L\'{e}vy's modulus of continuity and many other results are its particular cases. Applications to approximation theory are discussed.
引用
@article{arxiv.math/0405009,
title = {Functional Limit Theorems for Multiparameter Fractional Brownian Motion},
author = {Anatoliy Malyarenko},
journal= {arXiv preprint arXiv:math/0405009},
year = {2013}
}
备注
AMS-LaTeX, 23 pages