Let [Formula: see text] be a sub-fractional Brownian motion with Hurst index [Formula: see text]. In this paper, we give a local law of the iterated logarithm of the form [Formula: see text] almost surely, for all [Formula: see text], where [Formula: see text] for [Formula: see text]. As an application, we introduce the [Formula: see text]-variation of [Formula: see text] driven by [Formula: see text] [Formula: see text] with [Formula: see text].
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Source |
|---|---|
| http://www.ncbi.nlm.nih.gov/pmc/articles/PMC5913413 | PMC |
| http://dx.doi.org/10.1186/s13660-018-1675-1 | DOI Listing |
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