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Joe
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Reference for LIL for fractional Brownian motion

It seems strange but, even after consulting several books, and hours spent on google, nothing came out about a law of iterated logarithm for the fractional Brownian motion.

I just need a precise reference, on where I can find such a law. Thanks.

EDIT: My goal is to prove that the fractional Brownian motion of hurst parameter $0<H<1$ has not $H$-Holder continuous trajectories; for the standard BM this can be done in a few lines by exploiting the "standard LIL"; thus, I thought in the fractional case, this can be done in a similar way.

Joe
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  • 4
  • 12