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On p-variation of bifractional Brownian motion
Authors:Wen-sheng Wang
Affiliation:Department of Mathematics, Hangzhou Normal University, Hangzhou 310036, China
Abstract:In this paper we study p-variation of bifractional Brownian motion. As an application, we introduce a class of estimators of the parameters of a bifractional Brownian motion and prove that both of them are strongly consistent; as another application, we investigate fractal nature related to the box dimension of the graph of bifractional Brownian motion.
Keywords:Bifractional Brownian motion  variation  strongly consistent  fractal nature.
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