메뉴 건너뛰기




Volumn 43, Issue 5, 2007, Pages 619-631

Almost-sure path properties of fractional Brownian sheet

Author keywords

Fractional Brownian sheet; Gaussian process; Law of the iterated logarithm; Modulus of continuity

Indexed keywords


EID: 34547463723     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.anihpb.2006.09.005     Document Type: Article
Times cited : (13)

References (13)
  • 1
    • 0141688191 scopus 로고    scopus 로고
    • Small ball probabilities of fractional Brownian sheets via fractional integration operators
    • Belinsky E., and Linde W. Small ball probabilities of fractional Brownian sheets via fractional integration operators. J. Theor. Probab. 15 (2002) 589-612
    • (2002) J. Theor. Probab. , vol.15 , pp. 589-612
    • Belinsky, E.1    Linde, W.2
  • 4
    • 0034563536 scopus 로고    scopus 로고
    • Estimates for the small probabilities of the fractional Brownian sheet
    • Dunker T. Estimates for the small probabilities of the fractional Brownian sheet. J. Theor. Probab. 13 (2000) 357-382
    • (2000) J. Theor. Probab. , vol.13 , pp. 357-382
    • Dunker, T.1
  • 5
    • 0001287276 scopus 로고
    • Sample function properties of multi-parameter stable processes
    • Ehm W. Sample function properties of multi-parameter stable processes. Z. Wahrsch. Verw. Gebiete 96 (1981) 195-228
    • (1981) Z. Wahrsch. Verw. Gebiete , vol.96 , pp. 195-228
    • Ehm, W.1
  • 6
    • 34547465389 scopus 로고    scopus 로고
    • On large increments of a two-parameter fractional Wiener process
    • Lu C., Wang Y., and Zhang L.-X. On large increments of a two-parameter fractional Wiener process. Sci. China 51 (2001) 215-223
    • (2001) Sci. China , vol.51 , pp. 215-223
    • Lu, C.1    Wang, Y.2    Zhang, L.-X.3
  • 7
    • 0042786029 scopus 로고    scopus 로고
    • Small deviations for some multi-parameter Gaussian processes
    • Mason D.M., and Shi Z. Small deviations for some multi-parameter Gaussian processes. J. Theor. Probab. 14 (2001) 213-239
    • (2001) J. Theor. Probab. , vol.14 , pp. 213-239
    • Mason, D.M.1    Shi, Z.2
  • 8
    • 21844523956 scopus 로고
    • Small values of Gaussian processes and functional laws of the iterated logarithm
    • Monrad D., and Rootzén H. Small values of Gaussian processes and functional laws of the iterated logarithm. Probab. Theory Rel. Fields 101 (1995) 173-192
    • (1995) Probab. Theory Rel. Fields , vol.101 , pp. 173-192
    • Monrad, D.1    Rootzén, H.2
  • 9
    • 0000622785 scopus 로고
    • Sample functions of the N-parameter Wiener process
    • Orey S., and Pruitt W.E. Sample functions of the N-parameter Wiener process. Ann. Probab. 1 (1973) 138-163
    • (1973) Ann. Probab. , vol.1 , pp. 138-163
    • Orey, S.1    Pruitt, W.E.2
  • 10
    • 0002273206 scopus 로고
    • On the size of the increments of non-stationary Gaussian processes
    • Ortega J. On the size of the increments of non-stationary Gaussian processes. Stoch. Process. Appl. 18 (1984) 47-56
    • (1984) Stoch. Process. Appl. , vol.18 , pp. 47-56
    • Ortega, J.1
  • 11
    • 0345201973 scopus 로고
    • A multi-parameter Gaussian process
    • Park W.J. A multi-parameter Gaussian process. Ann. Math. Statist. 41 (1970) 1582-1595
    • (1970) Ann. Math. Statist. , vol.41 , pp. 1582-1595
    • Park, W.J.1
  • 12
    • 4043148603 scopus 로고
    • Partial sums of matrix arrays and Brownian sheet
    • Harding E.F., and Kendall D.G. (Eds), Wiley, New York
    • Pyke R. Partial sums of matrix arrays and Brownian sheet. In: Harding E.F., and Kendall D.G. (Eds). Stochastic Analysis (1972), Wiley, New York 331-348
    • (1972) Stochastic Analysis , pp. 331-348
    • Pyke, R.1
  • 13
    • 0032263347 scopus 로고    scopus 로고
    • Multiple points of trajectories of multiparameter fractional Brownian motion
    • Talagrand M. Multiple points of trajectories of multiparameter fractional Brownian motion. Probab. Theory Rel. Fields 112 (1998) 545-563
    • (1998) Probab. Theory Rel. Fields , vol.112 , pp. 545-563
    • Talagrand, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.