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

DOI10.1016/j.spl.2005.02.004zbMath1089.60036WikidataQ108524138 ScholiaQ108524138MaRDI QIDQ2573993

Bartosz Ziemkiewicz, Leszek Slominski

Publication date: 25 November 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.02.004

zbMATH Keywords

stochastic integral

Mathematics Subject Classification ID

60G15: Gaussian processes

60H05: Stochastic integrals

Related Items

Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation, On weak approximations of integrals with respect to fractional Brownian motion, Extensions of the sewing lemma with applications, Weak and strong discrete-time approximation of fractional SDEs

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