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Scientific session of the Steklov Mathematical Institute of RAS dedicated to the results of 2018
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A maximal inequality for fractional Brownian motions P. A. Yaskov |
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Abstract: We extend the Burkholder-Davis-Gundy inequalities for fractional Brownian motions with the Hurst index less than 1/2, completing the proof of Novikov-Valkeila's conjecture that these inequalities hold for arbitrary fractional Brownian motion. The latter has been an open problem for almost two decades. Related articles:
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