Some limit theorems for fractional Lévy Brownian fields

Zheng Yan Lin and Yong-Kab Choi

Stochastic Processes and their Applications, 1999, vol. 82, issue 2, 229-244

Abstract: In this paper we establish large increment results and moduli of continuty for a two-parameter fractional Lévy Brownian motion on rectangles in the Euclidean plane via estimating upper bounds of large deviation probabilities on suprema of the two-parameter fractional Lévy Brownian motion.

Keywords: Fractional; Lévy; Brownian; motion; Gaussian; process; Limit; superior; and; limit; inferior (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (4)

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