Quasi-sure \(p\)-variation of fractional Brownian motion

DOI10.1016/j.spl.2006.09.016zbMath1117.60040OpenAlexW2068597431MaRDI QIDQ886328

Guilan Cao, Kai He

Publication date: 26 June 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.09.016

zbMATH Keywords

Sobolev spacefractional Brownian motion\(p\)-variationquasi-sure convergence\((p\(\infty\)-modification\alpha )\)-modification

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

Cites Work

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