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math.PR2013
Non-degeneracy of some Sobolev Pseudo-norms of fractional Brownian motion
Yaozhong Hu, Fei Lu, David Nualart
Applying an upper bound estimate for small ball probability for fractional Brownian motion (fBm), we prove the non-degeneracy of some Sobolev pseudo-norms of fBm.
math.PR2013★ 7 cited
Convergence of densities of some functionals of Gaussian processes
Yaozhong Hu, Fei Lu, David Nualart
The aim of this paper is to establish the uniform convergence of the densities of a sequence of random variables, which are functionals of an underlying Gaussian process, to a norm…