East Asian mathematical journal

  • 제14권2호
  • /
  • Pages.281-297
  • /
  • 1998
  • /
  • 1226-6973(pISSN)
  • /
  • 2287-2833(eISSN)
영남수학회 (The Youngnam Mathematical Society)
권호 표지

LIMIT THEOREMS ON ONE-SIDED INCREMENTS OF A TWO-PAREMTER FRACTIONAL $L\'{E}VY$ BROWNIAN MOTION

  • Hwang, Kyo-Shin (Department of Mathematics College of Natural Science Gyeongsang National University) ;
  • Kim, Dal-Sung (Department of Mathematics College of Natural Science Gyeongsang National University) ;
  • Kang, Mi-Young (Department of Mathematics College of Natural Science Gyeongsang National University)
  • 발행 : 1998.12.25
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초록

Here we establish limit theorems on one-side increments of two-parameter fractional $L\'{e}vy$ Brownian motion, via estimating upper bounds large deviation probability inequalities on the suprema of the fractional $L\'{e}vy$ Brownian motion.

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