Quasi-sure \(p\)-variation of fractional Brownian motion (Q886328)
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scientific article; zbMATH DE number 5167630
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Quasi-sure \(p\)-variation of fractional Brownian motion |
scientific article; zbMATH DE number 5167630 |
Statements
Quasi-sure \(p\)-variation of fractional Brownian motion (English)
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26 June 2007
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Sobolev space
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fractional Brownian motion
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\(p\)-variation
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quasi-sure convergence
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\((p
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\alpha )\)-modification
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\(\infty\)-modification
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0.8833073973655701
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0.8394346237182617
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0.825564980506897
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0.7977628111839294
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0.7870256900787354
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