p-variation of an integral functional associated with bi-fractional Brownian motion

DOI10.2298/FIL1306995LzbMath1411.60053OpenAlexW2157829666MaRDI QIDQ5259486

Litan Yan, Jun-Feng Liu, Dong-Lei Tang

Publication date: 26 June 2015

Published in: Filomat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/fil1306995l

zbMATH Keywords

local time\(p\)-variationbifractional Brownian motionself-intersection local timestochastic area integrals

Mathematics Subject Classification ID

Gaussian processes (60G15) Local time and additive functionals (60J55)

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