Inequalities for the L^p norms of integrals with respect to a fractional Brownian motion
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Publication:2573993
DOI10.1016/J.SPL.2005.02.004zbMATH Open1089.60036OpenAlexW1986283557WikidataQ108524138 ScholiaQ108524138MaRDI QIDQ2573993FDOQ2573993
Authors: 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
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Cites Work
- Stochastic integration with respect to the fractional Brownian motion
- Integration with respect to fractal functions and stochastic calculus. I
- An inequality of the Hölder type, connected with Stieltjes integration
- Stochastic analysis of the fractional Brownian motion
- Title not available (Why is that?)
- Title not available (Why is that?)
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
- The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.
- Stochastic Calculus for Fractional Brownian Motion I. Theory
- Stieltjes integrals of Hölder continuous functions with applications to fractional Brownian motion
- Stochastic and multiple Wiener integrals for Gaussian processes
- On some maximal inequalities for fractional Brownian motions
- An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.
Cited In (10)
- Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2
- On some maximal and integral inequalities for sub-fractional Brownian motion
- Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
- Extensions of the sewing lemma with applications
- On weak approximations of integrals with respect to fractional Brownian motion
- Weak and strong discrete-time approximation of fractional SDEs
- Estimates for norms of discrete stochastic integrals
- Maximal inequalities for the iterated fractional integrals
- Upper and lower classes for \(\mathbb{L}^ 2\)- and \(\mathbb{L}^ p\)-norms of Brownian motion and norms of \(\alpha\)-stable motion
- Approximation of stochastic differential equations driven by subfractional Brownian motion at discrete time observation
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