Almost sure approximations in Hölder norms of a general stochastic process defined by a Young integral

MaRDI QIDQ4580332zbMATH OpenFDO

Authors Antoine Ayache, Céline Esser, Qidi Peng

Publication date 15 August 2018

Full work available at URL http://alea.impa.br/articles/v15/15-29.pdf

zbMATH Keywords

Haar basisstochastic integralswavelet basesRiemann-Stieltjes sumsHölder spaces

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Sample path properties (60G17) Stochastic integrals (60H05)

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• scientific article; zbMATH DE number 412139 (Why is no real title available?)
• scientific article; zbMATH DE number 192908 (Why is no real title available?)
• scientific article; zbMATH DE number 785439 (Why is no real title available?)
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• Gaussian Hilbert Spaces
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• Operators associated with a stochastic differential equation driven by fractional Brownian motions
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• Stieltjes integrals of Hölder continuous functions with applications to fractional Brownian motion
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• Young integrals and SPDEs

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