Functional Limit Theorems for Multiparameter Fractional Brownian Motion |
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| Authors: | Anatoliy Malyarenko |
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| Institution: | 1. Department of Mathematics and Physics, M?lardalen University, P.O. Box 883, SE-721 23, V?ster?s, Sweden
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| Abstract: | We prove a general functional limit theorem for multiparameter fractional Brownian motion. The functional law of the iterated
logarithm, functional Lévy’s modulus of continuity and many other results are its particular cases. Applications to approximation
theory are discussed.
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| Keywords: | Multiparameter fractional Brownian motion functional limit theorem law of the iterated logarithm |
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