Functional Limit Theorems for Multiparameter Fractional Brownian Motion

نویسنده

  • ANATOLIY MALYARENKO
چکیده

We prove a general functional limit theorem for mul-tiparameter fractional Brownian motion. The functional law of the iterated logarithm, functional Lévy's modulus of continuity and many other results are its particular cases. Applications to approximation theory are discussed.

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تاریخ انتشار 2008