报告题目:Sample path properties of generalized fractional Brownian motions
报告人:王冉,武汉大学
时间:12月22日(周二),下午3:30-4:30腾讯会议
报告地点:腾讯会议ID:401 351 192 会议密码:123456
报告摘要:
The generalized fractional Brownian motion is a Gaussian $H$-self-similar process whose increments are not necessarily stationary.We study some precise sample path properties of the generalized fractional Brownian motion,including the exact uniform modulus of continuity,small ball probabilities and Chung's law of iterated logarithm.The sample moderate deviation principle is also studied.Those are joint works with Y.M. Xiao.