Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Some Limit Theorems for Fractional Levy Brownian Motions on Rectangles in the Plane

  • Hwang, Kyo-Shin (Department of Mathematics, Gyeongsang National University) ;
  • Kang, Soon-Bok (Department of Mathematics, Gyeongsang National University) ;
  • Park, Yong-Kab (Department of Mathematics, Gyeongsang National University) ;
  • Jeon, Tae-Il (Department of Mathematics, Tae Jeon University) ;
  • Oh, Ho-Seh (Department of Vehicles and Machinery, Kyung Nam Junior College)
  • Published : 1999.03.01
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Abstract

In this paper we establish some limit theorems for a two-parameter fractional Levy Brownian motion on rectangles in the Euclidean plane via estimating upper bounds of large deviation probabilities on suprema of the two-parameter fractional Levy Brownian motion.

Keywords

References

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