Maximal inequalities for bifractional Brownian motion
B.L.S. Prakasa Rao
TL;DR
This paper establishes maximal inequalities for bifractional Brownian motion, providing bounds on its maximum values using Gaussian process comparison theorems, which are useful for understanding its probabilistic behavior.
Contribution
It introduces new maximal inequalities specifically for bifractional Brownian motion, expanding the theoretical tools available for analyzing this process.
Findings
Derived maximal inequalities for bifractional Brownian motion
Applied comparison theorems for Gaussian processes
Provided bounds useful for probabilistic analysis
Abstract
We derive some maximal inequalities for the bifractional Brownian motion using comparison theorems for Gaussian processes.
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Taxonomy
TopicsStochastic processes and financial applications