Let {X(t), t > 0} be a fractional Brownian motion of order 2α with 0 < α <1,β > 0 be a real number, aT be a function of T and 0 < aT< T, lim(log T/aT)/log log T = r, (0 < r<∞). In this pape...Let {X(t), t > 0} be a fractional Brownian motion of order 2α with 0 < α <1,β > 0 be a real number, aT be a function of T and 0 < aT< T, lim(log T/aT)/log log T = r, (0 < r<∞). In this paper, we proved thatwhere c1, c2 are two positive constants depending only on α,β.展开更多
文摘Let {X(t), t > 0} be a fractional Brownian motion of order 2α with 0 < α <1,β > 0 be a real number, aT be a function of T and 0 < aT< T, lim(log T/aT)/log log T = r, (0 < r<∞). In this paper, we proved thatwhere c1, c2 are two positive constants depending only on α,β.
