Sample path properties of a generalized fractional Brownian motion

主讲人：王冉

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 GFBM. 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。

邀请人：吴付科

时间：2023年3月16日（星期四）15:30-16:30