\(\Phi \)-variation of a bifractional Brownian motion

DOI10.1007/s10986-008-9021-9zbMath1177.60039OpenAlexW1994062412MaRDI QIDQ736135

Rimas Norvaiša

Publication date: 27 October 2009

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-008-9021-9

zbMATH Keywords

sample pathsGaussian processes\(p\)-variation

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Self-similar stochastic processes (60G18)

Related Items (1)

A law of iterated logarithm for the subfractional Brownian motion and an application

Cites Work

• Oscillation of sample functions in stationary Gaussian processes
• Exact asymptotic estimates of Brownian path variation
• Sample functions of the Gaussian process
• Uniform Central Limit Theorems
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: \(\Phi \)-variation of a bifractional Brownian motion