East Asian mathematical journal
- Volume 24 Issue 3
- /
- Pages.275-287
- /
- 2008
- /
- 1226-6973(pISSN)
- /
- 2287-2833(eISSN)
A NOTE ON FUNCTIONAL LIMIT THEOREM FOR THE INCREMENTS OF FBM IN SUP-NORM
-
Hwang, Kyo-Shin
(RESEARCH INSTITUTE OF NATURAL SCIENCE, GYEONGSANG NATIONAL UNIVERSITY)
- Published : 2008.06.30
Abstract
In this paper, using large deviation results for Gaussian processes, we establish some functional limit theorems for increments of a fractional Brownian motion in the usual sup-norm via estimating large deviation probabilities for increments of a fractional Brownian motion.
Keywords
- functional limit theorem;
- increments;
- fractional Brownian motion;
- Wiener process;
- Gaussian process;
- sup-norm