East Asian mathematical journal
- 제24권3호
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- Pages.275-287
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- 2008
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- 1226-6973(pISSN)
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- 2287-2833(eISSN)
A NOTE ON FUNCTIONAL LIMIT THEOREM FOR THE INCREMENTS OF FBM IN SUP-NORM
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Hwang, Kyo-Shin
(RESEARCH INSTITUTE OF NATURAL SCIENCE, GYEONGSANG NATIONAL UNIVERSITY)
- 발행 : 2008.06.30
초록
In this paper, using large deviation results for Gaussian processes, we establish some functional limit theorems for increments of a fractional Brownian motion in the usual sup-norm via estimating large deviation probabilities for increments of a fractional Brownian motion.
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