On \(p\)-variation of bifractional Brownian motion (Q655757)

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On \(p\)-variation of bifractional Brownian motion
scientific article

    Statements

    title
    On \(p\)-variation of bifractional Brownian motion (English)
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    author
    Juan-Miguel Gracia
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    publication date
    27 January 2012
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    zbMATH Keywords
    bifractional Brownian motion
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    variation
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    strongly consistent
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    fractal nature
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    Identifiers

    Mathematics Subject Classification ID
    60G15
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    60G17
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    60J65
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    60F10
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    60F15
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    zbMATH DE Number
    6002024
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    OpenAlex ID
    W2109409362
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