-variation of a bifractional Brownian motion

DOI10.1007/S10986-008-9021-9zbMATH Open1177.60039OpenAlexW1994062412MaRDI QIDQ736135FDOQ736135

Authors: Rimas Norvaiša 

Publication date: 27 October 2009

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-008-9021-9

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zbMATH Keywords

Gaussian processessample paths\(p\)-variation

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Self-similar stochastic processes (60G18)

Cites Work

• Title not available (Why is that?)
• Uniform Central Limit Theorems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Sample functions of the Gaussian process
• Oscillation of sample functions in stationary Gaussian processes
• Exact asymptotic estimates of Brownian path variation

Cited In (7)

• A law of iterated logarithm for the subfractional Brownian motion and an application
• On \(p\)-variation of bifractional Brownian motion
• Bifractional Brownian motion: existence and border cases
• Change-of-variable formula for the bi-dimensional fractional Brownian motion in Brownian time
• On theФ-variation of stochastic processes with exponential moments
• Bifractional Brownian motion for \(H>1\) and \(2HK\leq 1\)
• The increments of a bifractional Brownian motion

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