More on maximal inequalities for sub-fractional Brownian motion
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Publication:5216263
DOI10.1080/07362994.2019.1686395zbMath1436.60042OpenAlexW2983282171WikidataQ126797258 ScholiaQ126797258MaRDI QIDQ5216263
Publication date: 17 February 2020
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2019.1686395
fractional Brownian motioncomparison resultsmaximal inequalitiessub-fractional Brownian motionSudakov-Fernique inequality
Related Items (3)
Fractional processes and their statistical inference: an overview ⋮ Maximum likelihood estimation for sub-fractional Vasicek model ⋮ Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion
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