Almost-sure path properties of fractional brownian sheet
Annales de l'I.H.P. Probabilités et statistiques, Tome 43 (2007) no. 5, pp. 619-631.
@article{AIHPB_2007__43_5_619_0,
     author = {Wang, Wensheng},
     title = {Almost-sure path properties of fractional brownian sheet},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {619--631},
     publisher = {Elsevier},
     volume = {43},
     number = {5},
     year = {2007},
     doi = {10.1016/j.anihpb.2006.09.005},
     mrnumber = {2347099},
     zbl = {1122.60040},
     language = {en},
     url = {http://www.numdam.org/articles/10.1016/j.anihpb.2006.09.005/}
}
TY  - JOUR
AU  - Wang, Wensheng
TI  - Almost-sure path properties of fractional brownian sheet
JO  - Annales de l'I.H.P. Probabilités et statistiques
PY  - 2007
SP  - 619
EP  - 631
VL  - 43
IS  - 5
PB  - Elsevier
UR  - http://www.numdam.org/articles/10.1016/j.anihpb.2006.09.005/
DO  - 10.1016/j.anihpb.2006.09.005
LA  - en
ID  - AIHPB_2007__43_5_619_0
ER  - 
%0 Journal Article
%A Wang, Wensheng
%T Almost-sure path properties of fractional brownian sheet
%J Annales de l'I.H.P. Probabilités et statistiques
%D 2007
%P 619-631
%V 43
%N 5
%I Elsevier
%U http://www.numdam.org/articles/10.1016/j.anihpb.2006.09.005/
%R 10.1016/j.anihpb.2006.09.005
%G en
%F AIHPB_2007__43_5_619_0
Wang, Wensheng. Almost-sure path properties of fractional brownian sheet. Annales de l'I.H.P. Probabilités et statistiques, Tome 43 (2007) no. 5, pp. 619-631. doi : 10.1016/j.anihpb.2006.09.005. http://www.numdam.org/articles/10.1016/j.anihpb.2006.09.005/

[1] E. Belinsky, W. Linde, Small ball probabilities of fractional Brownian sheets via fractional integration operators, J. Theor. Probab. 15 (2002) 589-612. | MR | Zbl

[2] E. Csáki, M. Csörgő, Q.-M. Shao, Fernique type inequalities and moduli of continuity for l 2 -valued Ornstein-Uhlenbeck processes, Ann. Inst. H. Poincaré Probab. Statist. 28 (1992) 479-517. | Numdam | Zbl

[3] M. Csörgő, P. Révész, Strong Approximations in Probability and Statistics, Academic Press, New York, 1981. | MR | Zbl

[4] T. Dunker, Estimates for the small probabilities of the fractional Brownian sheet, J. Theor. Probab. 13 (2000) 357-382. | MR | Zbl

[5] W. Ehm, Sample function properties of multi-parameter stable processes, Z. Wahrsch. Verw. Gebiete 96 (1981) 195-228. | MR | Zbl

[6] C. Lu, Y. Wang, L.-X. Zhang, On large increments of a two-parameter fractional Wiener process, Sci. China 51 (2001) 215-223. | Zbl

[7] D.M. Mason, Z. Shi, Small deviations for some multi-parameter Gaussian processes, J. Theor. Probab. 14 (2001) 213-239. | MR | Zbl

[8] D. Monrad, H. Rootzén, Small values of Gaussian processes and functional laws of the iterated logarithm, Probab. Theory Rel. Fields 101 (1995) 173-192. | MR | Zbl

[9] S. Orey, W.E. Pruitt, Sample functions of the N-parameter Wiener process, Ann. Probab. 1 (1973) 138-163. | MR | Zbl

[10] J. Ortega, On the size of the increments of non-stationary Gaussian processes, Stoch. Process. Appl. 18 (1984) 47-56. | MR | Zbl

[11] W.J. Park, A multi-parameter Gaussian process, Ann. Math. Statist. 41 (1970) 1582-1595. | MR | Zbl

[12] R. Pyke, Partial sums of matrix arrays and Brownian sheet, in: Harding E.F., Kendall D.G. (Eds.), Stochastic Analysis, Wiley, New York, 1972, pp. 331-348. | MR

[13] M. Talagrand, Multiple points of trajectories of multiparameter fractional Brownian motion, Probab. Theory Rel. Fields 112 (1998) 545-563. | MR | Zbl

Cité par Sources :