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Volumn 78, Issue 1-3, 2003, Pages 103-114

A Note on the Fractional Integrated Fractional Brownian Motion

Author keywords

Fractional integrated fractional Brownian motion; Lower classes; Small ball probabilities

Indexed keywords

INTEGRAL EQUATIONS; PROBABILITY; THEOREM PROVING;

EID: 0142157209     PISSN: 01678019     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1025788122770     Document Type: Conference Paper
Times cited : (5)

References (10)
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  • 2
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    • On the lower classes of fractional Brownian motion
    • El-Nouty, C.: On the lower classes of fractional Brownian motion, Studia Sci. Math. Hungar. 37 (2001), 363-390.
    • (2001) Studia Sci. Math. Hungar. , vol.37 , pp. 363-390
    • El-Nouty, C.1
  • 3
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    • Lower classes of fractional Brownian motion under Hölder norms
    • I. Berkes, E. Csáki and M. Csörgo (eds), János Bolyai Mathematical Society, Budapest
    • El-Nouty, C.: Lower classes of fractional Brownian motion under Hölder norms, In: I. Berkes, E. Csáki and M. Csörgo (eds), Limit Theorems in Probability and Statistics (Balatonlele, 1999), János Bolyai Mathematical Society, Budapest, 2002, pp. 7-34. Proceedings of the Fourth Hungarian Colloquium on Limit Theorems of Probability and Statistics, 2001.
    • (2002) Limit Theorems in Probability and Statistics (Balatonlele, 1999) , pp. 7-34
    • El-Nouty, C.1
  • 6
    • 84923816937 scopus 로고    scopus 로고
    • Princeton Ser. Appl. Math., Princeton Univ. Press, Princeton, NJ
    • Embrechts, P. and Maejima, M.: Selfsimilar Processes, Princeton Ser. Appl. Math., Princeton Univ. Press, Princeton, NJ, 2002.
    • (2002) Selfsimilar Processes
    • Embrechts, P.1    Maejima, M.2
  • 7
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    • Approximation, metric entropy and small ball estimates for Gaussian measures
    • Li, W. V. and Linde, W.: Approximation, metric entropy and small ball estimates for Gaussian measures, Ann. Probab. 27 (1999), 1556-1578.
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    • Li, W.V.1    Linde, W.2
  • 8
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    • Gaussian processes: Inequalities, small ball probabilities and applications
    • Handbook of Statist. 19, North-Holland, Amsterdam
    • Li, W. V. and Shao, Q. M.: Gaussian processes: Inequalities, small ball probabilities and applications, In: Stochastic Processes: Theory and Methods, Handbook of Statist. 19, North-Holland, Amsterdam, 2001.
    • (2001) Stochastic Processes: Theory and Methods
    • Li, W.V.1    Shao, Q.M.2
  • 10
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    • Lower classes of fractional Brownian motion
    • Talagrand, M.: Lower classes of fractional Brownian motion, J. Theoret. Probab. 9 (1996), 191-213.
    • (1996) J. Theoret. Probab. , vol.9 , pp. 191-213
    • Talagrand, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.