• 제목/요약/키워드: Jeon Yong Soon

검색결과 200건 처리시간 0.052초

Some Limit Theorems for Fractional Levy Brownian Motions on Rectangles in the Plane

  • Hwang, Kyo-Shin;Kang, Soon-Bok;Park, Yong-Kab;Jeon, Tae-Il;Oh, Ho-Seh
    • Journal of the Korean Statistical Society
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    • 제28권1호
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    • pp.1-19
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    • 1999
  • In this paper we establish some limit theorems for a two-parameter fractional Levy Brownian motion on rectangles in the Euclidean plane via estimating upper bounds of large deviation probabilities on suprema of the two-parameter fractional Levy Brownian motion.

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