Quasi-sure \(p\)-variation of fractional Brownian motion (Q886328)
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scientific article; zbMATH DE number 5167630
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-sure \(p\)-variation of fractional Brownian motion |
scientific article; zbMATH DE number 5167630 |
Statements
Quasi-sure \(p\)-variation of fractional Brownian motion (English)
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26 June 2007
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Sobolev space
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fractional Brownian motion
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\(p\)-variation
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quasi-sure convergence
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\((p
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\alpha )\)-modification
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\(\infty\)-modification
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