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Found 5 Documents (Results 1–5)

A law of the iterated logarithm for fractional Brownian motions. (English) Zbl 1157.60030

Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLI. Some papers are selected contributions of the seminars in Nancy 2005 and Luminy 2006. Berlin: Springer (ISBN 978-3-540-77912-4/pbk). Lecture Notes in Mathematics 1934, 161-179 (2008).
MSC:  60G15 60G18 60J55
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Stochastic calculus for fractional Brownian motion and related processes. (English) Zbl 1138.60006

Lecture Notes in Mathematics 1929. Berlin: Springer (ISBN 978-3-540-75872-3/pbk; 978-3-540-75873-0/ebook). xvii, 393 p. (2008).
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