Abstract
Applying an upper bound estimate for $L^{2}$ small ball probability for fractional Brownian motion (fBm), we prove the non degeneracy of some Sobolev pseudo-norms of fBm.
Citation
Yaozhong Hu. Fei Lu. David Nualart. "Non-degeneracy of some Sobolev Pseudo-norms of fractional Brownian motion." Electron. Commun. Probab. 18 1 - 8, 2013. https://doi.org/10.1214/ECP.v18-2986
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