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Refined Inequalities for Euclidean Moments of a Domain with Respect to Its Boundary

✍ Scribed by Salakhudinov, R. G.


Book ID
118197811
Publisher
Society for Industrial and Applied Mathematics
Year
2012
Tongue
English
Weight
190 KB
Volume
44
Category
Article
ISSN
0036-1410

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Inequalities for the moments of Wiener i
✍ Jean MΓ©min; Yulia Mishura; Esko Valkeila πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 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 ΒΏ 1 2 , we can have only an upper inequality, and when H Β‘ 1 2 we can have only a lower inequality.