On the roughness of the paths of RBM in a wedge (Q2337835)
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scientific article; zbMATH DE number 7133731
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the roughness of the paths of RBM in a wedge |
scientific article; zbMATH DE number 7133731 |
Statements
On the roughness of the paths of RBM in a wedge (English)
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20 November 2019
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reflected Brownian motion
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extended Skorokhod problem
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Dirichlet process
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\(p\)-variation
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0.7736505270004272
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0.767912745475769
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0.7582412362098694
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0.7582056522369385
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