The fractal nature of thefunctional law of logarithm of fractional brownian motions ... On the fractal nature of increments of 1P-valued Gaussian processes.
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Request PDF | A Law of the Iterated Logarithm for Fractional Brownian Motions | We show that for a class of Gaussian processes indexed by one dimensional ...
Jan 7, 2011 · Fractal Brownian motion (fBm) is a stochastic process having long-term dependencies and yet still is Gaussian making it a better mathematical ...
The fractal nature of thefunctional law of logarithm of fractional brownian motions ... random fractals Brownian motion and Brownian surfaces multifractal ...
The fractal nature of the functional law of logarithm of fractional Brownian motions. Article. Aug 2004; MATH COMPUT MODEL. Wensheng Wang. We give a hitting ...
Aug 9, 2021 · Fractional Brownian motion BH has been studied extensively in the literature. It is well known that BH arises naturally as the scaling limit of ...
The fractal nature of thefunctional law of logarithm of fractional brownian motions ... Brownian motions. 0. Metrics. Total Citations0. Abstract · xml. Comments.
In this case, it is known that B is a transient process (see [20]). The aim of this paper is to use the stochastic calculus for the fractional Brownian.
is a planar fractional Brownian motion issued from 0, and then we apply the first part of the proposition to ?. D. Observe that, from the law of iterated ...
May 17, 2023 · The fractal nature for operator ... A. Chung's law of the iterated logarithm for multivariate fractional Brownian motion is derived from it.