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Volumn 44, Issue 1, 1999, Pages 47-54

On some maximal inequalities for fractional Brownian motions

Author keywords

60G15; 60G40; 60H99; Fractional Brownian motions; Maximal inequalities

Indexed keywords


EID: 0042636794     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(98)00290-9     Document Type: Article
Times cited : (43)

References (9)
  • 1
    • 0002455942 scopus 로고
    • Distribution function inequalities for martingales
    • Burkholder D.L. Distribution function inequalities for martingales. Ann. Probab. 1:1973;19-42.
    • (1973) Ann. Probab. , vol.1 , pp. 19-42
    • Burkholder, D.L.1
  • 3
    • 0000365506 scopus 로고
    • On the Hellinger-type distances for filtered Experiments
    • Dzhaparidze K., Valkeila E. On the Hellinger-type distances for filtered Experiments. Probab. Theory Related Fields. 85:1990;105-117.
    • (1990) Probab. Theory Related Fields , vol.85 , pp. 105-117
    • Dzhaparidze, K.1    Valkeila, E.2
  • 6
    • 0001092940 scopus 로고
    • Gaussian stationary processes with asymptotic power spectrum
    • Molchan G., Golosov J. Gaussian stationary processes with asymptotic power spectrum. Soviet Math. Dokl. 10:1969;134-137.
    • (1969) Soviet Math. Dokl. , vol.10 , pp. 134-137
    • Molchan, G.1    Golosov, J.2
  • 8
    • 0010555786 scopus 로고
    • On moment inequalities for stochastic integrals.
    • Novikov A.A. On moment inequalities for stochastic integrals. Theory Probab. Appl. 16:1971;538-541.
    • (1971) Theory Probab. Appl. , vol.16 , pp. 538-541
    • Novikov, A.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.