scientific article; zbMATH DE number 3413604

MaRDI QIDQ5678239zbMATH OpenFDO

Authors Takayuki Kawada, Norio Kôno

Publication date 1973

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Brownian motion (60J65)

Cited in

(5)

• Tolerance to arbitrage
• A limit theorem for Bernoulli convolutions and the \(\Phi \)-variation of functions in the Takagi class
• The rate of convergence of Hurst index estimate for the stochastic differential equation
• Sample path properties of the fractional Wiener-Weierstrass bridge
• A law of iterated logarithm for the subfractional Brownian motion and an application

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