Non-degeneracy of some Sobolev pseudo-norms of fractional Brownian motion

DOI10.1214/ECP.V18-2986zbMath1329.60105arXiv1308.6535MaRDI QIDQ743058

David Nualart, Yaozhong Hu, Fei Lu

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.6535

zbMATH Keywords

fractional Brownian motionMalliavin calculussmall ball probabilitynon-degeneracySobolev pseudo-norms

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07)

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