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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