Acta mathematica scientia,Series B ›› 1997, Vol. 17 ›› Issue (2): 190-197.

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A LIMINF RESULT FOR HANSON-RUSSO TYPE INCREMENTS OF FRACTIONAL BROWNIAN MOTION

Zhang Lixin   

  1. Department of Mathematics, Hangzhou University, Hangzhou 310028, China
  • Received:1996-03-12 Online:1997-06-25 Published:1997-06-25
  • Supported by:
    Supported by National Natural Science Foundation of China and Natural Science Foundation of Zhejiang Province.

Abstract: 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 < aTT, limT→∞(log T/aT)/log log T=r, (0 ≤ r ≤ ∞). In this paper, we proved that
c1((r)/1+r)α ≤ lim infT→∞(log log T)β maxaTtT(|X(T)+X(T-t)|)/tα(log(T/t)+log logt)βc2((r)/1+r)α,a.s. where c1, c2 are two positive constants depending only on α,β.

Key words: Hanson-Russo type increments, Wiener process, fractional Brownian motion

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