Maximal inequalities for bifractional Brownian motion

2024/06/11 by Б. Л. С. Пракаса Рао, Rao, B. L. S. Prakasa
Economics, Econometrics and Finance · #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2406.06944

Abstract

We derive some maximal inequalities for the bifractional Brownian motion using comparison theorems for Gaussian processes.

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