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Functional Limit Theorems for Multiparameter Fractional Brownian Motion

Anatoliy Malyarenko
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Abstract

We prove a general functional limit theorem for multiparameter fractional Brownian motion. The functional law of the iterated logarithm, functional Lévy's modulus of continuity and many other results are its particular cases. Applications to approximation theory are discussed.

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Anatoliy Malyarenko. 2004-05-01. Functional Limit Theorems for Multiparameter Fractional Brownian Motion. https://doi.org/10.1007/s10959-006-0014-5

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