Quasi sure q-variation of a type of continuous Gaussian processes

zbMATH Open1265.60081MaRDI QIDQ2915946FDOQ2915946

Authors: Guilan Cao 

Publication date: 5 October 2012

Published in: Acta Mathematicae Applicatae Sinica (Search for Journal in Brave)

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• Quasi-sure \(p\)-variation of fractional Brownian motion
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zbMATH Keywords

bifractional Brownian motion\(q\)-variationquasi sure convergence

Mathematics Subject Classification ID

Gaussian processes (60G15) Analysis of variance and covariance (ANOVA) (62J10) Fractional processes, including fractional Brownian motion (60G22)

Cited In (4)

• Quasi-sure \(p\)-variation of fractional Brownian motion
• Quasi Surep-Variation of Fractional Brownian Sheet
• The \((q, t)\)-Gaussian process
• Uniform quadratic variation for Gaussian processes

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