A maximal inequality for fractional Brownian motions
From MaRDI portal
Publication:2414733
DOI10.1016/J.JMAA.2018.10.036zbMATH Open1422.60067OpenAlexW2896669416MaRDI QIDQ2414733FDOQ2414733
Authors: Pavel Yaskov 
Publication date: 17 May 2019
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2018.10.036
Recommendations
- On some maximal and integral inequalities for sub-fractional Brownian motion
- On some maximal inequalities for fractional Brownian motions
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
- More on maximal inequalities for sub-fractional Brownian motion
- 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.
Inequalities; stochastic orderings (60E15) Fractional processes, including fractional Brownian motion (60G22)
Cites Work
- Stochastic calculus for fractional Brownian motion and related processes.
- Stochastic Calculus for Fractional Brownian Motion and Applications
- An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
- The stochastic Fubini theorem revisited
- On the Decomposition of Continuous Submartingales
- ON CONTINUOUS MARTINGALES
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
- Extrapolation and interpolation of quasi-linear operators on martingales
- On the Itô--Wentzell formula for distribution-valued processes and related topics
- On some maximal inequalities for fractional Brownian motions
- Title not available (Why is that?)
- Title not available (Why is that?)
- Martingale Integrals
- Fractional Brownian motion and the Markov property
- Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein-Uhlenbeck process
Cited In (16)
- Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2
- An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion
- On some maximal and integral inequalities for sub-fractional Brownian motion
- Two-parameter inequality of Garcia-Rodemich-Rumsey and its application to fractional Brownian fields
- A low intensity maximum principle for bi-Brownian motion
- 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.
- Maximal inequalities for the iterated fractional integrals
- On some maximal inequalities for fractional Brownian motions
- More on maximal inequalities for sub-fractional Brownian motion
- Some maximal inequalities for fractional Brownian motion with polynomial drift
- A maximal inequality for skew Brownian motion
- An explicit method for the self-interacting diffusion driven by fractional Brownian motion under global Lipschitz conditions
- Title not available (Why is that?)
- A stochastic maximum principle for processes driven by fractional Brownian motion.
- Inequalities for the \(\mathbb L^p\) norms of integrals with respect to a fractional Brownian motion
- Correlation inequalities and applications to vector-valued Gaussian random variables and fractional Brownian motion
This page was built for publication: A maximal inequality for fractional Brownian motions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2414733)
