Sample path properties of a generalized fractional Brownian motion

报告人：王冉

报告地点：腾讯会议ID:630 899 679

报告时间：2022年11月8日星期二14:00-16:00

报告摘要:

We study the sample path properties of a generalized fractional Brownian motion (GFBM) introduced by Guodong Pang and Murad S. Taqqu (2019). More precisely, we establish the exact uniform modulus of continuity, small ball probabilities, Chung's LIL and Strassen's local LIL for GFMBM. Our results show that the local regularity properties away from the origin and fractal properties of GFBM are determined by the index $\alpha +\frac1 2$, instead of the self-similarity index $H$. This talk is based on joint works with Prof. Yimin Xiao.

主讲人简介：

王冉，武汉大学数学与统计学院副教授。2012年毕业于武汉大学。   主要从事大偏差、泛函不等式和随机偏微分方程方面的研究工作。