Kavli Affiliate: Ran Wang | First 5 Authors: Ran Wang, Yimin Xiao, , , | Summary: The generalized fractional Brownian motion (GFBM) $X:={X(t)}_{tge0}$ with parameters $gamma in [0, 1)$ and $alphain left(-frac12+frac{gamma}{2}, , frac12+frac{gamma}{2} right)$ is a centered Gaussian $H$-self-similar process introduced by Pang and Taqqu (2019) as the scaling limit of power-law shot noise […]
Continue.. Exact uniform modulus of continuity and Chung’s LIL for the generalized fractional Brownian motion