On some maximal inequalities for fractional Brownian motions

Publisher Website

29 July 1999

journal article
Published by Elsevier in Statistics & Probability Letters

Vol. 44 (1) , 47-54
https://doi.org/10.1016/s0167-7152(98)00290-9

Abstract

No abstract available

Keywords

This publication has 5 references indexed in Scilit:

An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions
Bernoulli, 1999
On the Hellinger type distances for filtered experiments
Probability Theory and Related Fields, 1990
On Discontinuous Martingales
Theory of Probability and Its Applications, 1975
Distribution Function Inequalities for Martingales
The Annals of Probability, 1973
On Moment Inequalities for Stochastic Integrals
Theory of Probability and Its Applications, 1971