𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On the spectrum of fractional Brownian motions

✍ Scribed by Flandrin, P.


Book ID
114540267
Publisher
IEEE
Year
1989
Tongue
English
Weight
325 KB
Volume
35
Category
Article
ISSN
0018-9448

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


On some maximal inequalities for fractio
✍ Alexander Novikov; Esko Valkeila πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 90 KB

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