A law of the iterated logarithm for fractional Brownian motions

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Abstract

We show that for a class of Gaussian processes indexed by one dimensional time, the local times obey the behavior conjectured by Xiao. © 2008 Springer-Verlag Berlin Heidelberg.

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Baraka, D., & Mountford, T. (2008). A law of the iterated logarithm for fractional Brownian motions. In Lecture Notes in Mathematics (Vol. 1934, pp. 161–179). Springer Verlag. https://doi.org/10.1007/978-3-540-77913-1_7

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