A Remark on the 1/H-Variation of the Fractional Brownian Motion

DOI10.1007/978-3-642-15217-7_8zbMath1216.60033MaRDI QIDQ3086799

Maurizio Pratelli

Publication date: 30 March 2011

Published in: Séminaire de Probabilités XLIII (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-15217-7_8

zbMATH Keywords

fractional Brownian motion; ergodic theorem; \(p\)-variation

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

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Cites Work

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