Almost-sure path properties of fractional Brownian sheet |
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| Authors: | Wensheng Wang |
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| Institution: | aDepartment of Statistics, East China Normal University, Shanghai 200062, China and Department of Mathematics, Hangzhou Teachers College, Hangzhou 310036, China |
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| 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. |
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| Keywords: | Gaussian process Fractional Brownian sheet Modulus of continuity Law of the iterated logarithm |
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