Existence of small ball constants for fractional Brownian motions
نویسندگان
چکیده
Let {I?. (t), 0 < t < I} be a fractional Brownian motion of order-I t: (0. 2). and let f?(t) = 13, (t) be the standard Brownian motion. We show the existence of a t'. E (0.x) such that: where u-, is an explicit constant and 8 AcadCmie des Sciences/Elsevier. Paris L'existence de la &mite pour l'asymptotique des petites boules du mouvement brourtien fractionnaire
منابع مشابه
Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion
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