On p-variation of bifractional Brownian motion
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Publication:655757
DOI10.1007/S11766-010-2454-7zbMATH Open1240.60111OpenAlexW2109409362MaRDI QIDQ655757FDOQ655757
Authors: Juan-Miguel Gracia 
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
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- On bifractional Brownian motion
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- Gaussian measures in \(B_p^1\)
- Semi-Stable Stochastic Processes
- \(p\)-variation of the local times of symmetric stable processes and of Gaussian processes with stationary increments
- Local times of multifractional Brownian sheets
- Hausdorff measure of trajectories of multiparameter fractional Brownian motion
- On quadratic variation of processes with Gaussian increments
- Oscillation of sample functions in stationary Gaussian processes
- Fernique type inequalities and moduli of continuity for \(l^ 2\)-valued Ornstein- Uhlenbeck processes
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Cited In (7)
- Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion
- Hausdorff-Besicovitch dimension of graphs and \(p\)-variation
- \(\Phi \)-variation of a bifractional Brownian motion
- Asymptotic behavior for bi-fractional regression models via Malliavin calculus
- Power variation of subfractional Brownian motion and application
- Bifractional Brownian motion: existence and border cases
- On the cross-variation of a class of stochastic processes
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