Upper classes for the increments of fractional Wiener processes

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Abstract

Let (X(t), t≧0) be a centred Gaussian process with stationary increments and EX2(t)=C0t2α for some C0>0, 0
Original languageEnglish (US)
JournalProbability Theory and Related Fields
Volume80
Issue number3
DOIs
StatePublished - Sep 1 1989
Externally publishedYes

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