On \(p\)-variation of bifractional Brownian motion
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Publication:655757
DOI10.1007/s11766-010-2454-7zbMath1240.60111MaRDI 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
60G15: Gaussian processes
60F15: Strong limit theorems
60J65: Brownian motion
60F10: Large deviations
60G17: Sample path properties