On some maximal and integral inequalities for sub-fractional Brownian motion
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DOI: 10.1080/07362994.2016.1241182
Abstract: ABSTRACTWe obtain a maximal inequality for sub-fractional Brownian motion with Hurst index analogous to the Burkholder–Davis–Gundy inequality for fractional Brownian motion derived by Novikov and Valkeila [Statist. Probab. Lett. 44(1999):47–54] and an integral inequality for… read more here.
Keywords: maximal integral; integral inequalities; fractional brownian; brownian motion ... See more keywords