Abstract
We study several important fine properties for the family of fractional Brownian motions with Hurst parameter H under the (p, r)-capacity on classical Wiener space introduced by Malliavin. We regard fractional Brownian motions as Wiener functionals via the integral representation discovered by Decreusefond and Üstünel, and show non-differentiability, modulus of continuity, law of the iterated logarithm (LIL) and self-avoiding properties of fractional Brownian motion sample paths using Malliavin calculus as well as the tools developed in the previous work by Fukushima, Takeda and etc. for Brownian motion case.
| Original language | English |
|---|---|
| Pages (from-to) | 141-173 |
| Journal | Journal of mathematical analysis and applications |
| Volume | 473 |
| Issue number | 1 |
| Early online date | 18 Dec 2018 |
| DOIs | |
| Publication status | Published - 1 May 2019 |
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