p-variation of an integral functional associated with bi-fractional Brownian motion (Q5259486)

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scientific article; zbMATH DE number 6451456
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p-variation of an integral functional associated with bi-fractional Brownian motion
scientific article; zbMATH DE number 6451456

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    p-variation of an integral functional associated with bi-fractional Brownian motion (English)
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    26 June 2015
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    bifractional Brownian motion
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    local time
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    self-intersection local time
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    \(p\)-variation
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    stochastic area integrals
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