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2013 Non-degeneracy of some Sobolev Pseudo-norms of fractional Brownian motion
Yaozhong Hu, Fei Lu, David Nualart
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Electron. Commun. Probab. 18: 1-8 (2013). DOI: 10.1214/ECP.v18-2986

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

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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

Information

Accepted: 3 November 2013; Published: 2013
First available in Project Euclid: 7 June 2016

zbMATH: 1329.60105
MathSciNet: MR3141793
Digital Object Identifier: 10.1214/ECP.v18-2986

Subjects:
Primary: 60H07
Secondary: 60G22

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