When does fractional Brownian motion not behave as a continuous function with bounded variation? (Q990924): Difference between revisions
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Revision as of 19:30, 18 April 2024
scientific article
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| English | When does fractional Brownian motion not behave as a continuous function with bounded variation? |
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When does fractional Brownian motion not behave as a continuous function with bounded variation? (English)
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1 September 2010
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function of bounded variation
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fractional Brownian motion
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pathwise stochastic integral
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running maximum process
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