5 citations · 8 across the 6 of their papers we have counts for
Showing 2018 · math.PRShow all
2 papers · 2 filters
math.PR2018★ 5 cited
Fine properties of fractional Brownian motions on Wiener space
Jiawei Li, Zhongmin Qian
We study several important fine properties for the family of fractional Brownian motions with Hurst parameter under the -capacity on classical Wiener space introduced by…
math.PR2018★ 1 cited
Large deviation principle for fractional Brownian motion with respect to capacity
Jiawei Li, Zhongmin Qian
We show that fractional Brownian motion(fBM) defined via Volterra integral representation with Hurst parameter is a quasi-surely defined Wiener functional on cla…