Journal title
              Journal of Mathematical Analysis and Applications
          DOI
              10.1016/j.jmaa.2018.12.039
          Issue
              1
          Volume
              473
          Last updated
              2025-05-09T23:21:27.713+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
          Submitted to ORA
              On
          Favourite
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          Publication type
              Journal Article
          Publication date
              18 Dec 2018