On \(p\)-variation of bifractional Brownian motion
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Publication:655757
DOI10.1007/s11766-010-2454-7zbMath1240.60111OpenAlexW2109409362MaRDI QIDQ655757
Publication date: 27 January 2012
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-010-2454-7
Gaussian processes (60G15) Strong limit theorems (60F15) Brownian motion (60J65) Large deviations (60F10) Sample path properties (60G17)
Related Items (2)
Asymptotic behavior for bi-fractional regression models via Malliavin calculus ⋮ Bifractional Brownian motion: existence and border cases
Cites Work
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