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On Upper Class of Increments of Fractional Brownian Motion

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Abstract

A series test for the upper upper class and lower upper class of increments of fractional brownian motion is provided.

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Authors and Affiliations

  1. Texas A&M University, 2806 Spring Lakes, Missouri City, Texas, 77459

    Wang Chiu

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  1. Wang Chiu
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Chiu, W. On Upper Class of Increments of Fractional Brownian Motion. Journal of Theoretical Probability 16, 117–145 (2003). https://doi.org/10.1023/A:1022230521472

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  • DOI: https://doi.org/10.1023/A:1022230521472

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