Chung’s law of the iterated logarithm for subfractional Brownian motion

被引：0
|
作者：
Na Na Luan
机构：
[1] University of International Business and Economics,School of Insurance and Economics
来源：
Acta Mathematica Sinica, English Series | 2017年 / 33卷
关键词：
Subfractional Brownian motion; self-similar Gaussian processes; small ball probability; Chung’s law of the iterated logarithm; 60G15; 60G17; 60G18;
D O I：
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中图分类号：
学科分类号：
摘要：
Let XH = {XH(t), t ∈ ℝ+} be a subfractional Brownian motion in ℝd. We provide a sufficient condition for a self-similar Gaussian process to be strongly locally nondeterministic and show that XH has the property of strong local nondeterminism. Applying this property and a stochastic integral representation of XH, we establish Chung’s law of the iterated logarithm for XH.
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页码：839 / 850
页数：11
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