Let {X(t), t greater than or equal to 0} be a fractional Brownian motion of order 2 alpha with 0 < alpha < 1,beta > 0 be a real number, alpha(T) be a function of T and 0 < alpha(T), [GRAPHICS] (log T/alpha...Let {X(t), t greater than or equal to 0} be a fractional Brownian motion of order 2 alpha with 0 < alpha < 1,beta > 0 be a real number, alpha(T) be a function of T and 0 < alpha(T), [GRAPHICS] (log T/alpha(T))/log T = r, (0 less than or equal to r less than or equal to infinity). In this paper, we proved that [GRAPHICS] where c(1), c(2) are two positive constants depending only on alpha,beta.展开更多
文摘Let {X(t), t greater than or equal to 0} be a fractional Brownian motion of order 2 alpha with 0 < alpha < 1,beta > 0 be a real number, alpha(T) be a function of T and 0 < alpha(T), [GRAPHICS] (log T/alpha(T))/log T = r, (0 less than or equal to r less than or equal to infinity). In this paper, we proved that [GRAPHICS] where c(1), c(2) are two positive constants depending only on alpha,beta.
