Some limit theorems for fractional Lévy Brownian fields

In this paper we establish large increment results and moduli of continuty for a two-parameter fractional Lévy Brownian motion on rectangles in the Euclidean plane via estimating upper bounds of large deviation probabilities on suprema of the two-parameter fractional Lévy Brownian motion.

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Year of publication:	1999
Authors:	Lin, Zheng Yan ; Choi, Yong-Kab
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 82.1999, 2, p. 229-244
Publisher:	Elsevier
Keywords:	Fractional Lévy Brownian motion Gaussian process Limit superior and limit inferior

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874841