Non-degeneracy of some Sobolev Pseudo-norms of fractional Brownian motion
Yaozhong HuFei LuDavid Nualart
所有作者
Yaozhong HuFei LuDavid Nualart
文献摘要
Applying an upper bound estimate for small L2 ball probability for
fractional Brownian motion (fBm), we prove the non-degeneracy of some Sobolev
pseudo-norms of fBm.