A law of iterated logarithm for the subfractional Brownian motion and an application
Abstract Let SH={StH,t≥0} $S^{H}=\{S^{H}_{t},t\geq0\}$ be a sub-fractional Brownian motion with Hurst index 0<H<1 $0< H<1$. In this paper, we give a local law of the iterated logarithm of the form lim sups↓0|St+sH−StH|sH2log+log(1/s)=1, $$\limsup_{s\downarrow0}\frac{ \vert S^{H}_{t+s}-S^...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2018-04-01
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| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13660-018-1675-1 |