On theФ-variation of stochastic processes with exponential moments

DOI10.1112/TLMS/TLW001zbMath1352.60057arXiv1507.00605OpenAlexW2963281667MaRDI QIDQ3188309

Andreas Basse-O'Connor, Michel J. G. Weber

Publication date: 18 August 2016

Published in: Transactions of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.00605

zbMATH Keywords

sample pathsfractional Brownian motionstochastic processesRosenblatt processHurst parameter\(\Phi\)-variationexponentially integrable process

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Self-similar stochastic processes (60G18)

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