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~subject:"Sobolev space Fractional Brownian motion p-Variation Quasi-sure convergence (p"
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Sobolev space Fractional Brownian motion p-Variation Quasi-sure convergence (p
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Quasi-sure p-variation of fractional Brownian motion
Cao, Guilan
;
He, Kai
- In:
Statistics & Probability Letters
77
(
2007
)
5
,
pp. 543-548
In this paper, we prove that for the fractional Brownian motion Bt with Hurst parameter H, the quasi-sure limit of the form is zero, where , p>1/H.
Persistent link: https://www.econbiz.de/10005223757
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