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Maximal inequalities for bifractional Brownian motion

Authors :
Rao, B. L. S. Prakasa
Publication Year :
2024

Abstract

We derive some maximal inequalities for the bifractional Brownian motion using comparison theorems for Gaussian processes.

Subjects

Subjects :
Mathematics - Probability
60G22

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2406.06944
Document Type :
Working Paper

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