Functional Limit Theorems for Multiparameter Fractional Brownian Motion

Anatoliy Malyarenko ()
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Anatoliy Malyarenko: Mälardalen University

Journal of Theoretical Probability, 2006, vol. 19, issue 2, 263-288

Abstract: We prove a general functional limit theorem for multiparameter fractional Brownian motion. The functional law of the iterated logarithm, functional Lévy’s modulus of continuity and many other results are its particular cases. Applications to approximation theory are discussed.

Keywords: Multiparameter fractional Brownian motion; functional limit theorem; law of the iterated logarithm; 60F17; 60G60 (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s10959-006-0014-5

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