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Non-degeneracy of some Sobolev Pseudo-norms of fractional Brownian motion


 
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1. Title Title of document Non-degeneracy of some Sobolev Pseudo-norms of fractional Brownian motion
 
2. Creator Author's name, affiliation, country Yaozhong Hu; University of Kansas; United States
 
2. Creator Author's name, affiliation, country Fei Lu; Lawrence Berkeley National Laboratory; United States
 
2. Creator Author's name, affiliation, country David Nualart; University of Kansas; United States
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) non-degeneracy; Malliavin calculus; fractional Brownian motion; small deviation (small ball probability).
 
3. Subject Subject classification 60H07;60G22
 
4. Description Abstract Applying an upper bound estimate for $L^{2}$ small ball probability for fractional Brownian motion (fBm), we prove the non degeneracy of some Sobolev pseudo-norms of fBm.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2013-11-03
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/2986
 
10. Identifier Digital Object Identifier 10.1214/ECP.v18-2986
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 18
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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