Fluctuations of the power variation of fractional Brownian motion in Brownian time (Q2348725)
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scientific article; zbMATH DE number 6445957
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| English | Fluctuations of the power variation of fractional Brownian motion in Brownian time |
scientific article; zbMATH DE number 6445957 |
Statements
Fluctuations of the power variation of fractional Brownian motion in Brownian time (English)
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15 June 2015
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fractional Brownian motion
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power variation
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fluctuations
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Brownian time
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0.9292224
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0.92222095
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0.8949031
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0.8834303
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0.8820723
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0.87858635
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0.87819207
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