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Some singular sample path properties of a multiparameter fractional Brownian motion

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 نشر من قبل Alexandre Richard
 تاريخ النشر 2014
  مجال البحث
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 تأليف Alexandre Richard




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We prove a Chung-type law of the iterated logarithm for a multiparameter extension of the fractional Brownian motion which is not increment stationary. This multiparameter fractional Brownian motion behaves very differently at the origin and away from the axes, which also appears in the Hausdorff dimension of its range and in the measure of its pointwise Holder exponents. A functional version of this Chung-type law is also provided.



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