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Non-degeneracy of some Sobolev pseudo-norms of fractional Brownian motion. (English) Zbl 1329.60105

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

MSC:

60G22 Fractional processes, including fractional Brownian motion
60H07 Stochastic calculus of variations and the Malliavin calculus
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