𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Continuity in Law with Respect to the Hurst Parameter of the Local Time of the Fractional Brownian Motion

✍ Scribed by Maria Jolis; Noèlia Viles

Publisher
Springer US
Year
2007
Tongue
English
Weight
172 KB
Volume
20
Category
Article
ISSN
0894-9840

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Inequalities for the moments of Wiener i
Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
✍ 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.