Acta mathematica scientia,Series B ›› 1997, Vol. 17 ›› Issue (2): 190-197.
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Zhang Lixin
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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 < aT ≤ T, limT→∞(log T/aT)/log log T=r, (0 ≤ r ≤ ∞). In this paper, we proved thatc1((r)/1+r)α ≤ lim infT→∞(log log T)β maxaT ≤ t ≤ T(|X(T)+X(T-t)|)/tα(log(T/t)+log logt)β ≤ c2((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
Zhang Lixin. A LIMINF RESULT FOR HANSON-RUSSO TYPE INCREMENTS OF FRACTIONAL BROWNIAN MOTION[J].Acta mathematica scientia,Series B, 1997, 17(2): 190-197.
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