Article ID Journal Published Year Pages File Type
4673403 Annales de l'Institut Henri Poincare (B) Probability and Statistics 2007 13 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability