More on maximal inequalities for sub-fractional Brownian motion

DOI10.1080/07362994.2019.1686395MaRDI QIDQ5216263zbMATH OpenOpenAlexWikidataFDO

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

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)

Recommendations

• On some maximal and integral inequalities for sub-fractional Brownian motion
• A maximal inequality for fractional Brownian motions
• On maximal inequalities via comparison principle
• On some maximal inequalities for fractional Brownian motions
• Some maximal inequalities for fractional Brownian motion with polynomial drift

Cites work

• scientific article; zbMATH DE number 51414 (Why is no real title available?)
• scientific article; zbMATH DE number 3518027 (Why is no real title available?)
• scientific article; zbMATH DE number 3636997 (Why is no real title available?)
• scientific article; zbMATH DE number 1063299 (Why is no real title available?)
• scientific article; zbMATH DE number 3366227 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Bounds for expected maxima of Gaussian processes and their discrete approximations
• Covariance identities for normal variables via convex polytopes
• Lipschitzian Mappings and Total Mean Curvature of Polyhedral Surfaces. I
• Maximal Inequalities for Fractional Brownian Motion: An Overview
• On some maximal and integral inequalities for sub-fractional Brownian motion
• On some maximal inequalities for fractional Brownian motions
• Some comparisons for Gaussian processes
• Some maximal inequalities for fractional Brownian motion with polynomial drift
• Statistical inference for fractional diffusion processes
• Stochastic analysis of mixed fractional Gaussian processes
• Stochastic calculus for fractional Brownian motion and related processes.
• Sub-fractional Brownian motion and its relation to occupation times
• The Wills functional and Gaussian processes
• Zur Gitterpunktanzahl konvexer Mengen

Cited in

(6)

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

This page was built for publication: More on maximal inequalities for sub-fractional Brownian motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5216263)