Almost-sure path properties of fractional Brownian sheet
نویسندگان
چکیده
منابع مشابه
Brownian Sheet and Quasi-sure Analysis
We present a self-contained and modern survey of some existing quasi-sure results via the connection to the Brownian sheet. Among other things, we prove that quasi-every continuous function: (i) satisfies the local law of the iterated logarithm; (ii) has Lévy’s modulus of continuity for Brownian motion; (iii) is nowhere differentiable; and (iv) has a nontrivial quadratic variation. We also pres...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincare (B) Probability and Statistics
سال: 2007
ISSN: 0246-0203
DOI: 10.1016/j.anihpb.2006.09.005