Quasi-sure p-variation of fractional Brownian motion
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Publication:886328
DOI10.1016/J.SPL.2006.09.016zbMATH Open1117.60040OpenAlexW2068597431MaRDI QIDQ886328FDOQ886328
Authors: Guilan Cao, Kai He 
Publication date: 26 June 2007
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2006.09.016
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- Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2
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Cited In (12)
- Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion
- The quadratic variation for mixed-fractional Brownian motion
- Small deviations of weighted fractional processes and average non–linear approximation
- \(p\)-variation of an integral functional driven by fractional Brownian motion
- A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion
- Example of a Dirichlet process whose zero energy part has finite \(p\)-th variation
- \(\Phi \)-variation of a bifractional Brownian motion
- Q-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market
- Quasi-sure functional limit theorem for increments of a fractional Brownian sheet in Hölder norm
- Quasi Surep-Variation of Fractional Brownian Sheet
- Fluctuations of the empirical quantiles of independent Brownian motions
- Quasi sure \(q\)-variation of a type of continuous Gaussian processes
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