Hu, Yaozhong; Lu, Fei; Nualart, David Non-degeneracy of some Sobolev pseudo-norms of fractional Brownian motion. (English) Zbl 1329.60105 Electron. Commun. Probab. 18, Paper No. 84, 8 p. (2013). 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 Keywords:fractional Brownian motion; Sobolev pseudo-norms; non-degeneracy; Malliavin calculus; small ball probability PDFBibTeX XMLCite \textit{Y. Hu} et al., Electron. Commun. Probab. 18, Paper No. 84, 8 p. (2013; Zbl 1329.60105) Full Text: DOI arXiv