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Chung’s law of the iterated logarithm for subfractional Brownian motion
基金项目:Supported by NSFC (Grant Nos. 11201068, 11671041) and “the Fundamental Research Funds for the Central Universities” in UIBE (Grant No. 14YQ07)
摘    要:Let X~H= {X~H(t), t ∈ R_+} be a subfractional Brownian motion in R~d. We provide a sufficient condition for a self-similar Gaussian process to be strongly locally nondeterministic and show that X~H has the property of strong local nondeterminism. Applying this property and a stochastic integral representation of X~H, we establish Chung's law of the iterated logarithm for X~H.

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