Let X = {X(t), t ∈ RN} be a multiparameter fractional Brownian motion of index α (0 < α < 1) in Rd. We prove that if N < αd, then there exist positive finite constants K1 and K2 such that with probability 1, K1 ≤ ϕ-p(X([0, 1]N)) ≤ ϕ-p(GrX([0, 1]N)) ≤ K2 where ϕ(s) = sN/α/(log log 1/s)N/(2α), ϕ-p(E) is the ϕ-packing measure of E, X([0, 1]N) is the image and GrX([0, 1]N) = {(t,X(t)); t ∈ [0, 1]N} is the graph of X, respectively. We also establish liminf and limsup type laws of the iterated logarithm for the sojourn measure of X
Using structures of Abstract Wiener Spaces, we define a fractional Brownian field indexed by a produ...
Let Bα = {Bα(t), t ∈ RN} be an (N, d)-fractional Brownian motion with Hurst index α ∈ (0, 1). By app...
We study asymptotic expansion of the likelihood of a certain class of Gaussian processes characteriz...
Abstract. Let X(t) (t 2 R) be a fractional Brownian motion of index in Rd: If 1 < d, then there ...
Let [phi] be a Hausdorff measure function and let [Lambda] be an infinite increasing sequence of pos...
AbstractLet φ be a Hausdorff measure function and let Λ be an infinite increasing sequence of positi...
International audienceWe prove a Chung-type law of the iterated logarithm for a multiparameter exten...
We prove a Chung-type law of the iterated logarithm for a multiparameter extension of the frac-tiona...
9 pagesInternational audienceWe define and study the multiparameter fractional Brownian motion. This...
Let X(t) (t 2 RN) be a fractional Brownian motion in Rd of index . Let GrX([0; 1]N) be the graph of ...
We derive a series expansion for the multiparameter fractional Brownian motion. The derived expansio...
For 0 < α ≤ 2 and 0 < H < 1, an α-time fractional Brownian motion is an iterated process...
Let be a fractional Brownian motion of index [alpha] in d. For any analytic set , we show that , whe...
Based on an optimal rate wavelet series representation, we derive a local modulus of continuity resu...
International audienceUsing structures of Abstract Wiener Spaces and their reproducing kernel Hilber...
Using structures of Abstract Wiener Spaces, we define a fractional Brownian field indexed by a produ...
Let Bα = {Bα(t), t ∈ RN} be an (N, d)-fractional Brownian motion with Hurst index α ∈ (0, 1). By app...
We study asymptotic expansion of the likelihood of a certain class of Gaussian processes characteriz...
Abstract. Let X(t) (t 2 R) be a fractional Brownian motion of index in Rd: If 1 < d, then there ...
Let [phi] be a Hausdorff measure function and let [Lambda] be an infinite increasing sequence of pos...
AbstractLet φ be a Hausdorff measure function and let Λ be an infinite increasing sequence of positi...
International audienceWe prove a Chung-type law of the iterated logarithm for a multiparameter exten...
We prove a Chung-type law of the iterated logarithm for a multiparameter extension of the frac-tiona...
9 pagesInternational audienceWe define and study the multiparameter fractional Brownian motion. This...
Let X(t) (t 2 RN) be a fractional Brownian motion in Rd of index . Let GrX([0; 1]N) be the graph of ...
We derive a series expansion for the multiparameter fractional Brownian motion. The derived expansio...
For 0 < α ≤ 2 and 0 < H < 1, an α-time fractional Brownian motion is an iterated process...
Let be a fractional Brownian motion of index [alpha] in d. For any analytic set , we show that , whe...
Based on an optimal rate wavelet series representation, we derive a local modulus of continuity resu...
International audienceUsing structures of Abstract Wiener Spaces and their reproducing kernel Hilber...
Using structures of Abstract Wiener Spaces, we define a fractional Brownian field indexed by a produ...
Let Bα = {Bα(t), t ∈ RN} be an (N, d)-fractional Brownian motion with Hurst index α ∈ (0, 1). By app...
We study asymptotic expansion of the likelihood of a certain class of Gaussian processes characteriz...