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)
  • 발행 : 2008.06.30

초록

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.

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