Fractional regularity and irregularity

Prof Yuliya Mishura (Taras Shevchenko National University of Kyiv)

Wednesday, 22nd November 2023

Abstract: We consider the following problems related to fractional processes:

  • Asymptotic behavior of maximal functionals
  • Small ball estimates for Volterra type processes
  • Representation results for Gaussian processes in the generalized
    quasi-helix
  • Representation theorems for Holder continuous Gaussian processes
    satisfying small ball estimates

 

 

 

 

 

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