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Wiener’s test for super-Brownian motion and the Brownian snake

✍ Scribed by Jean-Stéphane Dhersin; Jean-François Le Gall


Publisher
Springer
Year
1997
Tongue
English
Weight
280 KB
Volume
108
Category
Article
ISSN
1432-2064

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Inequalities for the moments of Wiener i
✍ Jean Mémin; Yulia Mishura; Esko Valkeila 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 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 ¿ 1 2 , we can have only an upper inequality, and when H ¡ 1 2 we can have only a lower inequality.