Author
Jiawei, J
Qian, Z
Journal title
Journal of Mathematical Analysis and Applications
DOI
10.1016/j.jmaa.2018.12.039
Issue
1
Volume
473
Last updated
2024-04-11T00:31:29.65+01:00
Page
141-173
Abstract
We study several important fine properties for the family of fractional Brownian motions with Hurst parameter H under the p,r -capacity on classical Wiener space introduced by Malliavin. We regard fractional Brownian motions as Wiener functionals via the integral representation discovered by Decreusefond and Üstünel, and show non-differentiability, modulus of continuity, law of the iterated logarithm (LIL) and self-avoiding properties of fractional Brownian motion sample paths using Malliavin calculus as well as the tools developed in the previous work by Fukushima, Takeda and etc. for Brownian motion case.
Symplectic ID
952216
Favourite
Off
Publication type
Journal Article
Publication date
18 Dec 2018
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