Maximal Inequalities for Fractional Brownian Motion: An Overview

被引：9

作者：

Rao, B. L. S. Prakasa ^{[1
]}

机构：

[1] CR Rao Adv Inst Math Stat & Comp Sci, Hyderabad 500046, Andhra Pradesh, India

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2014年 / 32卷 / 03期

关键词：

Maximal inequality; Fractional Brownian motion; Limit theorems; MULTIVARIATE NORMAL PROBABILITIES; SMALL BALL PROBABILITIES; GAUSSIAN-PROCESSES; TAIL PROBABILITIES; DEVIATIONS; EXISTENCE; TIMES;

D O I：

10.1080/07362994.2014.886264

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We give an overview of some maximal inequalities and limit theorems for the tail probabilities for the supremum of a fractional Brownian motion.

引用

页码：450 / 479

页数：30

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