On \(p\)-variation of bifractional Brownian motion (Q655757)
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scientific article; zbMATH DE number 6002024
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On \(p\)-variation of bifractional Brownian motion |
scientific article; zbMATH DE number 6002024 |
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On \(p\)-variation of bifractional Brownian motion (English)
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27 January 2012
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bifractional Brownian motion
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variation
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strongly consistent
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fractal nature
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0.8187589049339294
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0.815956175327301
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0.8009911775588989
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0.7977721095085144
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0.7895607352256775
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