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Existence of small ball constants for fractional Brownian motions · Study

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ArticleExistence of small ball constants for fractional Brownian motions

Wenbo V. Li1998

Article1998

Existence of small ball constants for fractional Brownian motions

Wenbo V. Li · Linde Werner

59 citations·0/0 files stored·Comptes Rendus de l Académie des Sciences - Series I - Mathematics

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Stochastic processes and financial applications Stochastic processes and statistical mechanics Fractional Differential Equations Solutions

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1968Fractional Brownian Motions, Fractional Noises and Applications

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2003Quadratic functionals and small ball probabilities for the $m$-fold integrated Brownian motion 2003Small Ball Constants and Tight Eigenvalue Asymptotics for Fractional Brownian Motions 2002Small Ball Probabilities of Fractional Brownian Sheets via Fractional Integration Operators 2003A Gaussian correlation inequality and its applications to the existence of small ball constant 2002Onsager-Machlup functional for the fractional Brownian motion

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Year1998

Typearticle

Published1998-06-01

VenueComptes Rendus de l Académie des Sciences - Series I - Mathematics

ISSN-L0764-4442

Languagefr

Citations59

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/s0764-4442(98)80189-4

openalex_workW2014777867

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