Inequalities for the \(\mathbb L^p\) norms of integrals with respect to a fractional Brownian motion (Q2573993): Difference between revisions

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-Leszek Slominski
@@ Property / author: Leszek Slominski / rank @@
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+Leszek Slominski
@@ Property / author: Leszek Slominski / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / Wikidata QID @@
+Q108524138
@@ Property / Wikidata QID: Q108524138 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2005.02.004
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@@ Property / OpenAlex ID @@
+W1986283557
@@ Property / OpenAlex ID: W1986283557 / rank @@
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@@ Property / cites work @@
+Stochastic integration with respect to the fractional Brownian motion
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@@ Property / cites work @@
+An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.
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@@ Property / cites work @@
+Stochastic analysis of the fractional Brownian motion
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@@ Property / cites work @@
+Q4229941
@@ Property / cites work: Q4229941 / rank @@
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@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion I. Theory
+Normal rank
@@ Property / cites work @@
+Stochastic and multiple Wiener integrals for Gaussian processes
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@@ Property / cites work @@
+The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.
+Normal rank
@@ Property / cites work @@
+Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
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@@ Property / cites work @@
+On some maximal inequalities for fractional Brownian motions
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@@ Property / cites work @@
+Q4303982
@@ Property / cites work: Q4303982 / rank @@
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@@ Property / cites work @@
+Stieltjes integrals of Hölder continuous functions with applications to fractional Brownian motion
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@@ Property / cites work @@
+An inequality of the Hölder type, connected with Stieltjes integration
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@@ Property / cites work @@
+Integration with respect to fractal functions and stochastic calculus. I
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@@ links / mardi / name / links / mardi / name @@
+Publication:2573993