A liminf result for hanson-russo type increments of fractional Brownian motions

摘要

let {X(t),t≥0} be a fractional Brownian motion of order 2α with 0 <α< 1,β> 0 be a real number, aT be a function of T and 0 < aT≤, lim (log T/aT)/log log T=r, (0≤r≤∞). In this paper, we proved that a formula (ell) where c1, c2 are two positive constants depending only on α,β.