Almost-sure path properties of fractional brownian sheet

Wensheng Wang

Annales de l'I.H.P. Probabilités et statistiques (2007)

  • Volume: 43, Issue: 5, page 619-631
  • ISSN: 0246-0203

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Wang, Wensheng. "Almost-sure path properties of fractional brownian sheet." Annales de l'I.H.P. Probabilités et statistiques 43.5 (2007): 619-631. <http://eudml.org/doc/77948>.

@article{Wang2007,
author = {Wang, Wensheng},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Gaussian process; fractional Brownian sheet; modulus of continuity; law of the iterated logarithm},
language = {eng},
number = {5},
pages = {619-631},
publisher = {Elsevier},
title = {Almost-sure path properties of fractional brownian sheet},
url = {http://eudml.org/doc/77948},
volume = {43},
year = {2007},
}

TY - JOUR
AU - Wang, Wensheng
TI - Almost-sure path properties of fractional brownian sheet
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2007
PB - Elsevier
VL - 43
IS - 5
SP - 619
EP - 631
LA - eng
KW - Gaussian process; fractional Brownian sheet; modulus of continuity; law of the iterated logarithm
UR - http://eudml.org/doc/77948
ER -

References

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  3. [3] M. Csörgő, P. Révész, Strong Approximations in Probability and Statistics, Academic Press, New York, 1981. Zbl0539.60029MR666546
  4. [4] T. Dunker, Estimates for the small probabilities of the fractional Brownian sheet, J. Theor. Probab.13 (2000) 357-382. Zbl0971.60041MR1777539
  5. [5] W. Ehm, Sample function properties of multi-parameter stable processes, Z. Wahrsch. Verw. Gebiete96 (1981) 195-228. Zbl0471.60046MR618272
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  8. [8] D. Monrad, H. Rootzén, Small values of Gaussian processes and functional laws of the iterated logarithm, Probab. Theory Rel. Fields101 (1995) 173-192. Zbl0821.60043MR1318191
  9. [9] S. Orey, W.E. Pruitt, Sample functions of the N-parameter Wiener process, Ann. Probab.1 (1973) 138-163. Zbl0284.60036MR346925
  10. [10] J. Ortega, On the size of the increments of non-stationary Gaussian processes, Stoch. Process. Appl.18 (1984) 47-56. Zbl0546.60030MR757346
  11. [11] W.J. Park, A multi-parameter Gaussian process, Ann. Math. Statist.41 (1970) 1582-1595. Zbl0279.60030MR272044
  12. [12] R. Pyke, Partial sums of matrix arrays and Brownian sheet, in: Harding E.F., Kendall D.G. (Eds.), Stochastic Analysis, Wiley, New York, 1972, pp. 331-348. MR370743
  13. [13] M. Talagrand, Multiple points of trajectories of multiparameter fractional Brownian motion, Probab. Theory Rel. Fields112 (1998) 545-563. Zbl0928.60026MR1664704

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