文章基本信息

标题：Non-degeneracy of some Sobolev Pseudo-norms of fractional Brownian motion
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作者：Hu, Yaozhong ; Lu, Fei ; Nualart, David 等
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2013
卷号：18
页码：1-8
DOI：10.1214/ECP.v18-2986
语种：English
出版社：Electronic Communications in Probability
摘要：Applying an upper bound estimate for $L^,$ small ball probability for fractional Brownian motion (fBm), we prove the non degeneracy of some Sobolev pseudo-norms of fBm.
关键词：non-degeneracy; Malliavin calculus; fractional Brownian motion; small deviation (small ball probability).;60H07;60G22