p-variation of an integral functional associated with bi-fractional Brownian motion

DOI10.2298/FIL1306995LzbMATH Open1411.60053OpenAlexW2157829666MaRDI QIDQ5259486FDOQ5259486

Junfeng Liu, Donglei Tang, Litan Yan

Publication date: 26 June 2015

Published in: Filomat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/fil1306995l

zbMATH Keywords

bifractional Brownian motionlocal timeself-intersection local time\(p\)-variationstochastic area integrals

Mathematics Subject Classification ID

Gaussian processes (60G15) Local time and additive functionals (60J55)

Cited In (2)

• \(\Phi \)-variation of a bifractional Brownian motion
• Change-of-variable formula for the bi-dimensional fractional Brownian motion in Brownian time

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