Title of article :
Some limit theorems for fractional Lévy Brownian fields
Author/Authors :
Lin، نويسنده , , Zheng Yan and Choi، نويسنده , , Yong-Kab، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Abstract :
In this paper we establish large increment results and moduli of continuty for a two-parameter fractional Lévy Brownian motion on rectangles in the Euclidean plane via estimating upper bounds of large deviation probabilities on suprema of the two-parameter fractional Lévy Brownian motion.
Keywords :
Limit superior and limit inferior , Fractional Lévy Brownian motion , Gaussian process
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications