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

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