Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion

Statistics and Probability Letters

Volumn 51, Issue 2, 2001, Pages 197-206

  Mémin, Jean ^a   Mishura, Yulia ^b   Valkeila, Esko ^c  

^a UNIVERSITÉ DE RENNES 1   (France)

^b TARAS SHEVCHENKO NATIONAL UNIVERSITY OF KYIV   (Ukraine)

^c UNIVERSITY OF HELSINKI   (Finland)

Author keywords

60G15; 60H05; Fractional Brownian motion; Moment inequalities; Stochastic integration

Indexed keywords

EID: 18044400859     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(00)00157-7     Document Type: Article

References (9)

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