Non-degeneracy of some Sobolev Pseudo-norms of fractional Brownian motion

Abstract

Applying an upper bound estimate for small $L^2$ ball probability for fractional Brownian motion (fBm), we prove the non-degeneracy of some Sobolev pseudo-norms of fBm.

arXiv comment8 pages

References in corpus (1)

• Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion