Eigenfunction expansion for fractional Brownian motions
✍ Scribed by C. Maccone
- Book ID
- 112832539
- Publisher
- Springer-Verlag,Italian Physical Society
- Year
- 1981
- Weight
- 832 KB
- Volume
- 61
- Category
- Article
- ISSN
- 0369-3554
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📜 SIMILAR VOLUMES
We obtain Cram er-Rao bounds for parameters estimators of fractional Brownian motions. We point out the di erences of behavior whether these processes are standard or not. The key-point of this study relies upon a linear algebra result we prove, exhibiting bounds for elements of inverse of localize
We prove some maximal inequalities for fractional Brownian motions. These extend the Burkholder-Davis-Gundy inequalities for fractional Brownian motions. The methods are based on the integral representations of fractional Brownian motions with respect to a certain Gaussian martingale in terms of bet