Small ball properties and representation results

DOI10.1016/j.spa.2016.05.007zbMath1353.60050arXiv1508.07134OpenAlexW2963771598MaRDI QIDQ347466

Yuliya S. Mishura, Georgiy M. Shevchenko

Publication date: 30 November 2016

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

Full work available at URL: https://arxiv.org/abs/1508.07134

zbMATH Keywords

fractional Brownian motionGaussian processesintegral representationsgeneralized Lebesgue-Stieltjes integralquasi-helixsmall ball estimate

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05)

Related Items (2)

Divergence of an integral of a process with small ball estimate ⋮ Integral representation with respect to fractional Brownian motion under a log-Hölder assumption

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• Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
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