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Random fractals generated by a local Gaussian process indexed by a class of functions
Published online by Cambridge University Press: 05 January 2012
Abstract
In this paper, we extend the results of Orey and Taylor [S. Orey and S.J. Taylor, How often on a Brownian path does the law of the iterated logarithm fail? Proc. London Math. Soc. 28 (1974) 174–192]relative to random fractals generated by oscillations of Wiener processes to a multivariate framework. We consider a setup where Gaussian processes are indexed by classes of functions.
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- Research Article
- Information
- ESAIM: Probability and Statistics , Volume 15: Supplement: In honor of Marc Yor , 2011 , pp. 249 - 269
- Copyright
- © EDP Sciences, SMAI, 2011
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