### 数学学院珠峰论坛第360期：Sample path properties of a generalized fractional Brownian motion

Sample path properties of a generalized fractional Brownian motion

、主讲人

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 GFMBM. Our results show that the local regularity properties away from the origin and fractal properties of GFBM are determined by the index $\alpha +\frac1 2$, instead of the self-similarity index $H$. This talk is based on joint works with Prof. Yimin Xiao.

9月13日（周一）15:00-16:00

【作者：张志越    来自：数学学院    编辑：新闻网工作室    责任编辑：卞悦悦 蒋晓涵 　】

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