Pages that link to "Item:Q1962161"

The following pages link to On some maximal inequalities for fractional Brownian motions (Q1962161):

Displaying 31 items.

• Bounds on exponential moments of hitting times for reflected processes on the positive orthant (Q426699) (← links)
• Fractals with point impact in functional linear regression (Q988015) (← links)
• Minimum distance estimation for fractional Ornstein-Uhlenbeck type process (Q1720241) (← links)
• Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion (Q1725334) (← links)
• Occupation times and beyond. (Q1766040) (← links)
• On arbitrage and Markovian short rates in fractional bond markets (Q1767760) (← links)
• Maximal inequalities for the iterated fractional integrals (Q1771439) (← links)
• Acknowledgement of priority. (Q1888764) (← links)
• Maximal inequalities for additive processes (Q1930528) (← links)
• A maximal inequality for fractional Brownian motions (Q2414733) (← links)
• Inequalities for the \(\mathbb L^p\) norms of integrals with respect to a fractional Brownian motion (Q2573993) (← links)
• Representations of fractional Brownian motion using vibrating strings (Q2575814) (← links)
• Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion (Q2660757) (← links)
• On some maximal and integral inequalities for sub-fractional Brownian motion (Q2974042) (← links)
• Bounds for expected maxima of Gaussian processes and their discrete approximations (Q2974854) (← links)
• Optimal estimation of a signal perturbed by a sub-fractional Brownian motion (Q2986702) (← links)
• Minimum distance parameter estimation for a stochastic equation with additive fractional Brownian sheet (Q3103221) (← links)
• Stationarity and control of a tandem fluid network with fractional Brownian motion input (Q3173007) (← links)
• Maximal Inequalities for Fractional Lévy and Related Processes (Q3448336) (← links)
• (Q4416863) (← links)
• Volatility is rough (Q4554473) (← links)
• Small deviations of weighted fractional processes and average non–linear approximation (Q4654098) (← links)
• Nonparametric estimation of trend for SDEs with delay driven by a fractional brownian motion with small noise (Q5046309) (← links)
• More on maximal inequalities for sub-fractional Brownian motion (Q5216263) (← links)
• Asymptotics of minimum distance estimator of the parameter of stochastic process driven by a fractional Brownian motion (Q5324874) (← links)
• On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant (Q5391088) (← links)
• The Lamperti Transforms of Self-Similar Gaussian Processes and Their Exponentials (Q5413855) (← links)
• Maximal Inequalities for Fractional Brownian Motion: An Overview (Q5420649) (← links)
• Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion (Q5933616) (← links)
• Fractional processes and their statistical inference: an overview (Q6149600) (← links)
• Small ball probabilities and large deviations for grey Brownian motion (Q6177633) (← links)