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A moment problem with respect toC*-Algebras

✍ Scribed by Z. Sebestyén


Publisher
Akadmiai Kiad
Year
1983
Tongue
English
Weight
256 KB
Volume
42
Category
Article
ISSN
1588-2632

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Inequalities for the moments of Wiener i
✍ Jean Mémin; Yulia Mishura; Esko Valkeila 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 115 KB

We study the possibility to control the moments of Wiener integrals of fractional Brownian motion with respect to the L p -norm of the integrand. It turns out that when the self-similarity index H ¿ 1 2 , we can have only an upper inequality, and when H ¡ 1 2 we can have only a lower inequality.