메뉴 건너뛰기




Volumn 37, Issue 3-4, 2001, Pages 363-390

On the lower classes of fractional Brownian motion

Author keywords

Fractional Brownian motion; Lower classes; Small ball functions; Sobolev type norms

Indexed keywords


EID: 0041837455     PISSN: 00816906     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (10)

References (12)
  • 1
    • 0003502960 scopus 로고
    • Monographs on Statistics and Applied Probability, Chapman and Hall, New York, MR 96b:62138
    • BERAN, J., Statistics for long-memory processes, Monographs on Statistics and Applied Probability, 61, Chapman and Hall, New York, 1994. MR 96b:62138
    • (1994) Statistics for Long-memory Processes , vol.61
    • Beran, J.1
  • 2
    • 34250424671 scopus 로고
    • Convex measures on locally convex spaces
    • MR 52 #9311
    • BORELL, C., Convex measures on locally convex spaces, Ark. Mat. 12 (1974), 239-252. MR 52 #9311
    • (1974) Ark. Mat. , vol.12 , pp. 239-252
    • Borell, C.1
  • 3
    • 0000651517 scopus 로고
    • Convergence of integrals of uniform empirical and quantile processes
    • MR 94f:60052
    • CSÖRGO, M., HORVÁTH, L. and SHAO, Q. M., Convergence of integrals of uniform empirical and quantile processes, Stochastic Process. Appl. 45 (1993), 283-294. MR 94f:60052
    • (1993) Stochastic Process. Appl. , vol.45 , pp. 283-294
    • Csörgo, M.1    Horváth, L.2    Shao, Q.M.3
  • 5
    • 0013199932 scopus 로고
    • Small ball probabilities for Gaussian processes with stationary increments under Hölder norms
    • MR 96b:60096
    • KUELBS, J., LI, W. V. and SHAO, Q. M., Small ball probabilities for Gaussian processes with stationary increments under Hölder norms, J. Theoret. Probab. 8 (1995), 361-386. MR 96b:60096
    • (1995) J. Theoret. Probab. , vol.8 , pp. 361-386
    • Kuelbs, J.1    Li, W.V.2    Shao, Q.M.3
  • 6
    • 0033423528 scopus 로고    scopus 로고
    • Small ball estimates for Gaussian processes under Sobolev type norms
    • MR 2001g:60087
    • LI, W. V. and SHAO, Q. M., Small ball estimates for Gaussian processes under Sobolev type norms, J. Theoret. Probab. 12 (1999), 699-720. MR 2001g:60087
    • (1999) J. Theoret. Probab. , vol.12 , pp. 699-720
    • Li, W.V.1    Shao, Q.M.2
  • 7
    • 0001800016 scopus 로고
    • Gaussian random functions
    • Kluwer Academic Publishers, Dordrecht, MR 98k:60059
    • LIFSHITS, M. A., Gaussian random functions, Mathematics and its Applications, 322, Kluwer Academic Publishers, Dordrecht, 1995. MR 98k:60059
    • (1995) Mathematics and its Applications , vol.322
    • Lifshits, M.A.1
  • 8
    • 0000128872 scopus 로고
    • On the increments of Wiener and related processes
    • MR 83i:60048
    • RÉVÉSZ, P., On the increments of Wiener and related processes, Ann. Probab. 10 (1982), 613-622. MR 83i:60048
    • (1982) Ann. Probab. , vol.10 , pp. 613-622
    • Révész, P.1
  • 11
    • 0010266712 scopus 로고
    • Une méthode élémentaire pour l'évalutation de petites boules browniennes
    • MR 94a:60121
    • STOLZ W., Une méthode élémentaire pour l'évalutation de petites boules browniennes, C. R. Acad. Sci. Paris Sér. I Math. 316 (1993), 1217-1220. MR 94a:60121
    • (1993) C. R. Acad. Sci. Paris Sér. I Math. , vol.316 , pp. 1217-1220
    • Stolz, W.1
  • 12
    • 21844507338 scopus 로고    scopus 로고
    • Lower classes of fractional Brownian motion
    • MR 97j:60151
    • TALAGRAND, M., Lower classes of fractional Brownian motion, J. Theoret. Probab. 9 (1996), 191-213. MR 97j:60151
    • (1996) J. Theoret. Probab. , vol.9 , pp. 191-213
    • Talagrand, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.