\(\Phi \)-variation of a bifractional Brownian motion (Q736135)
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scientific article; zbMATH DE number 5621760
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(\Phi \)-variation of a bifractional Brownian motion |
scientific article; zbMATH DE number 5621760 |
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\(\Phi \)-variation of a bifractional Brownian motion (English)
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27 October 2009
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Gaussian processes
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sample paths
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\(p\)-variation
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0.94094867
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0.90500015
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0.9037036
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0.8966137
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0.8883914
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0.8845154
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0.88430905
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0.88429606
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0.88247365
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