A Remark on the 1/H-Variation of the Fractional Brownian Motion (Q3086799): Difference between revisions
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Revision as of 09:38, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Remark on the 1/H-Variation of the Fractional Brownian Motion |
scientific article |
Statements
A Remark on the 1/H-Variation of the Fractional Brownian Motion (English)
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30 March 2011
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fractional Brownian motion
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\(p\)-variation
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ergodic theorem
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