Maximal Inequalities for Fractional Brownian Motion: An Overview

Cites Work

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A storage model with self-similar input
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Cited In (8)

Fractional processes and their statistical inference: an overview
On some maximal and integral inequalities for sub-fractional Brownian motion
Optimal estimation of a signal perturbed by a sub-fractional Brownian motion
Small ball probabilities and large deviations for grey Brownian motion
More on maximal inequalities for sub-fractional Brownian motion
Nonparametric estimation of trend for SDEs with delay driven by a fractional brownian motion with small noise
A stochastic maximum principle for processes driven by fractional Brownian motion.
Stochastic ordering for hitting times of fractional Brownian motions

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