Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations with respect to fractional Brownian motion with Hurst index $H<1/2$. I
Анотація
Upper moment bounds and maximal upper moment bounds are obtained for Wiener integrals considered with respect to a fractional Brownian motion with Hurst index $H<1/2$. Maximal bounds are derived from new maximal inequalities for Gaussian random variables and stochastic processes.
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