Kavli Affiliate: Ran Wang | First 5 Authors: Ran Wang, Yimin Xiao, , , | Summary: Let $X:={X(t)}_{tge0}$ be a generalized fractional Brownian motion: $$ {X(t)}_{tge0}overset{d}{=}left{ int_{mathbb R} left((t-u)_+^{alpha}-(-u)_+^{alpha} right) |u|^{-gamma/2} B(du) right}_{tge0}, $$ with parameters $gamma in (0, 1)$ and $alphain left(-1/2+ gamma/2, , 1/2+ gamma/2 right)$. This is a self-similar Gaussian process introduced […]
Continue.. Strassen’s local law of the iterated logarithm for the generalized fractional Brownian motion