Some limit theorems for fractional Levy Brownian fields

Authors
Lin, ZY Choi, YK
Citation
Zy. Lin et Yk. Choi, Some limit theorems for fractional Levy Brownian fields, STOCH PR AP, 82(2), 1999, pp. 229-244
Citations number
17
Categorie Soggetti
Mathematics
Journal title
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN journal
03044149 → ACNP
Volume
82
Issue
2
Year of publication
1999
Pages
229 - 244
Database
ISI
SICI code
0304-4149(19990801)82:2<229:SLTFFL>2.0.ZU;2-1
Abstract
In this paper we establish large increment results and moduli of continuty for a two-parameter fractional Levy Brownian motion on rectangles in the Eu clidean plane via estimating upper bounds of large deviation probabilities on suprema of the two-parameter fractional Levy Brownian motion. (C) 1999 P ublished by Elsevier Science B.V. All rights reserved. MSC. 60F15; 60G17.