Almost-sure path properties of fractional Brownian sheet

The almost sure sample function behavior of the vector-valued fractional Brownian sheet is investigated. In particular, the global and the local moduli of continuity of the sample functions are studied. These results give precise information about the continuity and the oscillation behavior of the sample functions.

RésuméOn étudie le comportement p.s. du mouvement brownien fractionnaire vectoriel, en particulier ses modules de continuité local et global.