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

MaRDI QIDQ2915946zbMATH OpenFDO

Authors Guilan Cao

Publication date 5 October 2012

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

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)

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Cited in

(4)

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

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