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POWER VARIATION OF SUBFRACTIONAL BROWNIAN MOTION AND APPLICATION
Institution:[1]Department of Mathematics, Anhui Normal University, Wuhu 241000, China [2]Department of Mathematics, Donghua University, Shanghai 201620, China [3]School of Mathematics and Statistics, Nanjing Audit University, Nanjing 211815, China
Abstract:subfractional Brownian motion power variation strongly consistent
Keywords:subfractional Brownian motion  power variation  strongly consistent
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