A maximal inequality for fractional Brownian motions
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Publication:2414733
DOI10.1016/j.jmaa.2018.10.036zbMath1422.60067OpenAlexW2896669416MaRDI QIDQ2414733
Publication date: 17 May 2019
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2018.10.036
Inequalities; stochastic orderings (60E15) Fractional processes, including fractional Brownian motion (60G22)
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An explicit method for the self-interacting diffusion driven by fractional Brownian motion under global Lipschitz conditions ⋮ An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion
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