When does fractional Brownian motion not behave as a continuous function with bounded variation? (Q990924)
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| English | When does fractional Brownian motion not behave as a continuous function with bounded variation? |
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When does fractional Brownian motion not behave as a continuous function with bounded variation? (English)
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1 September 2010
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function of bounded variation
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fractional Brownian motion
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pathwise stochastic integral
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running maximum process
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0.84029424
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0.8187907
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0.80043095
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0.80024195
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0.79576206
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0.7898259
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0.7780891
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0.77660394
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