Some Singular Sample Path Properties of a Multiparameter Fractional Brownian Motion
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DOI: 10.1007/s10959-016-0694-4
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References listed on IDEAS
- Richard, Alexandre, 2015. "A fractional Brownian field indexed by L2 and a varying Hurst parameter," Stochastic Processes and their Applications, Elsevier, vol. 125(4), pages 1394-1425.
- David M. Mason & Zhan Shi, 2001. "Small Deviations for Some Multi-Parameter Gaussian Processes," Journal of Theoretical Probability, Springer, vol. 14(1), pages 213-239, January.
- Herbin, Erick & Lévy-Véhel, Jacques, 2009. "Stochastic 2-microlocal analysis," Stochastic Processes and their Applications, Elsevier, vol. 119(7), pages 2277-2311, July.
- Eduard Belinsky & Werner Linde, 2002. "Small Ball Probabilities of Fractional Brownian Sheets via Fractional Integration Operators," Journal of Theoretical Probability, Springer, vol. 15(3), pages 589-612, July.
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Cited by:
- Zuopeng Fu & Yizao Wang, 2020. "Stable Processes with Stationary Increments Parameterized by Metric Spaces," Journal of Theoretical Probability, Springer, vol. 33(3), pages 1737-1754, September.
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Keywords
Fractional Brownian motion; Gaussian random fields; Small deviations; Spectral representation; Chung’s law of the iterated logarithm;All these keywords.
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