Part of the Lecture Notes in Mathematics book series (LNM, volume 1934)
A Law of the Iterated Logarithm for Fractional Brownian Motions
We show that for a class of Gaussian processes indexed by one dimensional time, the local times obey the behavior conjectured by Xiao.
Key wordsLocal times Gaussian processes fractional Brownian motion Girsanov’s theorem
Unable to display preview. Download preview PDF.
© Springer-Verlag Berlin Heidelberg 2008