School of Insurance and Economics, University of International Business and Economics, Beijing 100029, P. R. China
Abstract:
Let XH = {XH(t), t ∈ R+} be a subfractional Brownian motion in Rd. We provide a sufficient condition for a self-similar Gaussian process to be strongly locally nondeterministic and show that XH has the property of strong local nondeterminism. Applying this property and a stochastic integral representation of XH, we establish Chung's law of the iterated logarithm for XH.