• 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
  • Pages
    16
  • From page
    229
  • To page
    244
  • 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
  • Serial Year
    1999
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1576478

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1576478