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The existence of Riemann-Stieltjes integrals with applications to fractional Brownian motion
Published 9 Nov 2015 in math.PR | (1511.02715v1)
Abstract: We derive general sufficient conditions for the existence of Riemann-Stieltjes integrals $\int_ab Yd X$. Our results extend the classical conditions of L.C.Young and improve some recent results that deal with integrals involving a fractional Brownian motion with the Hurst index $H>1/2$.
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