More on maximal inequalities for sub-fractional Brownian motion

DOI10.1080/07362994.2019.1686395zbMATH Open1436.60042OpenAlexW2983282171WikidataQ126797258 ScholiaQ126797258MaRDI QIDQ5216263FDOQ5216263

Authors: B. L. S. Prakasa Rao 

Publication date: 17 February 2020

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2019.1686395

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zbMATH Keywords

fractional Brownian motioncomparison resultssub-fractional Brownian motionmaximal inequalitiesSudakov-Fernique inequality

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22)

Cites Work

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Cited In (5)

• On maximal inequalities via comparison principle
• Fractional processes and their statistical inference: an overview
• On some maximal and integral inequalities for sub-fractional Brownian motion
• Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion
• Maximum likelihood estimation for sub-fractional Vasicek model

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