On the<b>Ф</b>-variation of stochastic processes with exponential moments (Q3188309)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the<b>Ф</b>-variation of stochastic processes with exponential moments |
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On the<b>Ф</b>-variation of stochastic processes with exponential moments (English)
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18 August 2016
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stochastic processes
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sample paths
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\(\Phi\)-variation
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Hurst parameter
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exponentially integrable process
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fractional Brownian motion
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Rosenblatt process
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