When does fractional Brownian motion not behave as a continuous function with bounded variation? (Q990924)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | When does fractional Brownian motion not behave as a continuous function with bounded variation? |
scientific article |
Statements
When does fractional Brownian motion not behave as a continuous function with bounded variation? (English)
0 references
1 September 2010
0 references
function of bounded variation
0 references
fractional Brownian motion
0 references
pathwise stochastic integral
0 references
running maximum process
0 references
0 references
