Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations with respect to fractional Brownian motion with Hurst index $H<1/2$. I

Yu. V. Kozachenko, Yu. S. Mishura
2008 Theory of Probability and Mathematical Statistics  
Upper moment bounds and maximal upper moment bounds are obtained for Wiener integrals considered with respect to a fractional Brownian motion with Hurst index H < 1/2. Maximal bounds are derived from new maximal inequalities for Gaussian random variables and stochastic processes. 2000 Mathematics Subject Classification. Primary 60G15, 60H05.
doi:10.1090/s0094-9000-08-00713-8 fatcat:zngoj7zhtfglvk54fj2m7fqm6q