RANDOM PROCESS FROM THE CLASS V<φ,ψ>: EXCEEDING A CURVE

ROSTYSLAV YAMNENKO AND OLGA VASYLYK

Theory of Stochastic Processes Vol.13 (29), no.4, 2007, pp.219–232

Random processes from the class V<φ,ψ> which is more general than the class of ψ-sub-Gaussian random process. The upper estimate of the probability that a random process from the class V<φ,ψ> exceeds some function is obtained. The results are applied to generalized process of fractional Brownian motion.

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