We prove a general functional limit theorem for multiparameterfractional Brownian motion. The functional law of the iteratedlogarithm, functional Lévy's modulus of continuity and manyother results are its particular cases. Applications toapproximation theory are discussed
A functional limit theorem for the empirical measure-valued process of eigenvalues of a matrix fract...
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...
We prove a general functional limit theorem for multiparameterfractional Brownian motion. The functi...
AbstractRecently, N. Kôno gave a limit theorem for occupation times of fractional Brownian motion, w...
In this paper, by using a Fourier analytic approach, we investigate sample path properties of the f...
We obtain the rate of convergence of the functional limit for increments of a d-dimensional Brownian...
International audienceMultifractional Brownian motion is an extension of the well-known fractional B...
Some of the most significant constructions of the fractional brownian motion developed recently are ...
We prove functional central and non-central limit theorems for generalized variations of the anisotr...
36 pagesInternational audienceMultifractional Brownian motion is an extension of the well-known frac...
We derive a series expansion for the multiparameter fractional Brownian motion. The derived expansio...
50 pages with 28 figures. For a supplemental Mathematica notebook (Ref[76]) see https://www.dropbox....
9 pagesInternational audienceWe define and study the multiparameter fractional Brownian motion. This...
The subject of this thesis is to study the geometric fracional Brownian motion. To do this, the nece...
A functional limit theorem for the empirical measure-valued process of eigenvalues of a matrix fract...
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...
We prove a general functional limit theorem for multiparameterfractional Brownian motion. The functi...
AbstractRecently, N. Kôno gave a limit theorem for occupation times of fractional Brownian motion, w...
In this paper, by using a Fourier analytic approach, we investigate sample path properties of the f...
We obtain the rate of convergence of the functional limit for increments of a d-dimensional Brownian...
International audienceMultifractional Brownian motion is an extension of the well-known fractional B...
Some of the most significant constructions of the fractional brownian motion developed recently are ...
We prove functional central and non-central limit theorems for generalized variations of the anisotr...
36 pagesInternational audienceMultifractional Brownian motion is an extension of the well-known frac...
We derive a series expansion for the multiparameter fractional Brownian motion. The derived expansio...
50 pages with 28 figures. For a supplemental Mathematica notebook (Ref[76]) see https://www.dropbox....
9 pagesInternational audienceWe define and study the multiparameter fractional Brownian motion. This...
The subject of this thesis is to study the geometric fracional Brownian motion. To do this, the nece...
A functional limit theorem for the empirical measure-valued process of eigenvalues of a matrix fract...
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...
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