| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10525898 | Statistics & Probability Letters | 2005 | 12 Pages |
Abstract
Integrals with respect to a fractional Brownian motion BH={BtH;tâ[0,T]} with Hurst index H>12 for integrands X={Xt;tâ[0,T]} with possibly nonregular paths are considered. General inequalities for the Lp norms of such integrals are given.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Leszek SÅomiÅski, Bartosz Ziemkiewicz,