Ran Wang

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20242026

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Showing 2024 · math.PRShow all

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math.PR2024

Strassen's local law of the iterated logarithm for the generalized fractional Brownian motion

Ran Wang, Yimin Xiao

Let $X := {X (t)}_{t \geq 0}$ be a generalized fractional Brownian motion given by $$ \{X(t)\}_{t\ge0}\overset{d}{=}\left\{ \int_{\mathbb R} \left((t-u)_+^α-(-u)_+^α \right) |u|^{-γ/2}…

math.PR2024

Lower classes and Chung's LILs of the fractional integrated generalized fractional Brownian motion

Mengjie Lyu, Min Wang, Ran Wang

Let ${X (t)}_{t ⩾ 0}$ be the generalized fractional Brownian motion introduced by Pang and Taqqu (2019): \begin{align*} \{X(t)\}_{t\ge0}\overset{d}{=}&\left\{ \int_{\mathbb…