کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5130125 1378660 2017 17 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Small ball properties and representation results
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Small ball properties and representation results
چکیده انگلیسی

We show that small ball estimates together with Hölder continuity assumption allow to obtain new representation results in models with long memory. In order to apply these results, we establish small ball probability estimates for Gaussian processes whose incremental variance admits two-sided estimates and the incremental covariance preserves sign. As a result, we obtain small ball estimates for integral transforms of Wiener processes and of fractional Brownian motion with Volterra kernels.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 127, Issue 1, January 2017, Pages 20-36
نویسندگان
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