Maximal Inequalities for Fractional Lévy and Related Processes

DOI10.1080/07362994.2015.1036167zbMath1325.60052arXiv1408.1257OpenAlexW1626365323MaRDI QIDQ3448336

Christian Bender, Philip Oberacker, Robert Knobloch

Publication date: 23 October 2015

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

Full work available at URL: https://arxiv.org/abs/1408.1257

zbMATH Keywords

maximal inequalitiespath propertiesstochastic convolutionfractional Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Stochastic integrals (60H05)

Related Items (8)

Least squares estimator for Ornstein–Uhlenbeck processes driven by small fractional Lévy noises ⋮ Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with periodic mean ⋮ Fractional processes and their statistical inference: an overview ⋮ Nonparametric estimation of trend for stochastic differential equations driven by fractional Levy process ⋮ Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise ⋮ On the conditional small ball property of multivariate Lévy-driven moving average processes ⋮ On fractional Lévy processes: tempering, sample path properties and stochastic integration ⋮ Parameter estimation for Ornstein-Uhlenbeck processes driven by fractional Lévy process

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