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
β¦ LIBER β¦
Maximal Inequalities for Fractional Brownian Motion: An Overview
β Scribed by Rao, B. L. S. Prakasa
- Book ID
- 124166529
- Publisher
- Taylor and Francis Group
- Year
- 2014
- Tongue
- English
- Weight
- 211 KB
- Volume
- 32
- Category
- Article
- ISSN
- 0736-2994
No coin nor oath required. For personal study only.
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