About: The fractional mixed fractional brownian motion and fractional brownian sheet

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Attributs	Valeurs
type	work Article
Is Part Of	Special Issue: "Stochastic analysis and mathematical finance" in honor of Nicole El Karoui's 60th birthday
Subject	Strong theorems Gaussian processes fractional Brownian sheet lower classes small ball probabilities. Fractional Brownian motion
Title	The fractional mixed fractional brownian motion and fractional brownian sheet
Date	2007-01-01(xsd:dateTime)
has manifestation of work	http://hub.abes.fr/edp/periodical/ps/2007/volume_11/issue_2007/ps0530/m/print http://hub.abes.fr/edp/periodical/ps/2007/volume_11/issue_2007/ps0530/m/web
related by	http://hub.abes.fr/edp/periodical/ps/2007/volume_11/issue_2007/ps0530/authorship/1
Author	El-Nouty, Charles
Abstract	We introduce the fractional mixed fractional Brownian motion and fractional Brownian sheet, and investigate the small ball behavior of its sup-norm statistic. Then, we state general conditions and characterize the sufficiency part of the lower classes of some statistics of the above process by an integral test. Finally, when we consider the sup-norm statistic, the necessity part is given by a second integral test.
article type	research-article
publisher identifier	ps0530
Date Copyrighted	2007-01-01(xsd:dateTime)
Rights	© EDP Sciences, SMAI, 2007
Rights Holder	EDP Sciences, SMAI
is part of this journal	ESAIM: Probability and Statistics
is primary topic of	http://hub.abes.fr/edp/periodical/ps/2007/volume_11/issue_2007/ps0530/w/record

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