On p-variation of bifractional Brownian motion |
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Authors: | Wen-sheng Wang |
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Affiliation: | Department of Mathematics, Hangzhou Normal University, Hangzhou 310036, China |
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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. |
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Keywords: | Bifractional Brownian motion variation strongly consistent fractal nature. |
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