A Hanson-Russo-type law of the iterated logarithm for fractional Brownian motion

Charles El-Nouty

Statistics & Probability Letters, 1993, vol. 17, issue 1, 27-34

Abstract: Let BH(t) be a fractional Brownian motion with index 0

Keywords: fractional; Brownian; motion; law; of; the; iterated; logarithm; reproducing; kernel; Hilbert; space (search for similar items in EconPapers)
Date: 1993
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