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Some variations on Kac's formula for Brownian motion

✍ Scribed by Dudley Paul Johnson

Book ID
112470022
Publisher
Springer US
Year
1989
Tongue
English
Weight
101 KB
Volume
2
Category
Article
ISSN
0894-9840

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✍ 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