%0 Journal Article
%T Estimates for moments of supremum of reflected fractional Brownian motion
%A Krzysztof Debicki
%A Agata Tomanek
%J Mathematics
%D 2009
%I arXiv
%X Let $B_H(\cdot)$ be a fractional Brownian motion with Hurst parameter $H\in(0,1]$. Motivated by applications to maximal inequalities for fractional Brownian motion, in this note we derive bounds for K_T(H,\gamma):=E[\sup_{t\in[0,T]}|B_H(t)|]^\gamma, with $\gamma, T>0$.
%U http://arxiv.org/abs/0912.3117v1