Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations containing fractional Brownian motion with Hurst index \(H<1/2\). I. (Q3607390)
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scientific article; zbMATH DE number 5521441
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| English | Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations containing fractional Brownian motion with Hurst index \(H<1/2\). I. |
scientific article; zbMATH DE number 5521441 |
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28 February 2009
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maximal upper bounds
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moments of stochastic integrals with respect to fractional Brownian motion
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solutions of stochastic differential equations
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fractional Brownian motion with Hurst index \(H<1/2\)
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0.8929634690284729
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0.8913474082946777
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0.882021963596344
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0.8799661993980408
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