A Remark on the 1/H-Variation of the Fractional Brownian Motion (Q3086799)
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scientific article; zbMATH DE number 5872277
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| English | A Remark on the 1/H-Variation of the Fractional Brownian Motion |
scientific article; zbMATH DE number 5872277 |
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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