Non-degeneracy of some Sobolev Pseudo-norms of fractional Brownian motion
classification
🧮 math.PR
keywords
brownianfractionalmotionnon-degeneracypseudo-normssobolevsomeapplying
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Applying an upper bound estimate for small $L^{2}$ ball probability for fractional Brownian motion (fBm), we prove the non-degeneracy of some Sobolev pseudo-norms of fBm.
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