On some maximal and integral inequalities for sub-fractional Brownian motion
Sign Up to like & getrecommendations! Published in 2017 at "Stochastic Analysis and Applications"
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
Stochastic partial functional integrodifferential equations driven by a sub-fractional Brownian motion, existence and asymptotic behavior
Sign Up to like & getrecommendations! Published in 2019 at "Random Operators and Stochastic Equations"
DOI: 10.1515/rose-2019-2009
Abstract: Abstract This paper deals with the existence and uniqueness of mild solutions to stochastic partial functional integro-differential equations driven by a sub-fractional Brownian motion S Q H ( t ) {S_{Q}^{H}(t)} , with Hurst… read more here.
Keywords: partial functional; existence; driven sub; stochastic partial ... See more keywords
Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion
Sign Up to like & getrecommendations! Published in 2020 at "Random Operators and Stochastic Equations"
DOI: 10.1515/rose-2020-2032
Abstract: Abstract We discuss nonparametric estimation of a trend coefficient in models governed by a stochastic differential equation driven by a sub-fractional Brownian motion with small noise. read more here.
Keywords: estimation trend; driven sub; fractional brownian; stochastic differential ... See more keywords