<Emphasis Type="Italic">Φ</Emphasis>-Variation of a bifractional Brownian motion |
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Authors: | R Norvai?a |
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Institution: | (1) Institute of Mathematics and Informatics, Akademijos 4, LT-08663 Vilnius, Lithuania |
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Abstract: | Let B
H,K
= {B
H,K
(t)}
t⩾0 be a bifractional Brownian motion with parameters H ∈ (0, 1) and K ∈ (0, 1]. For a function Φ: 0, ∞) → 0, ∞) and for a partition κ = {t
i
}n
i=0 of an interval 0, T] with T > 0, let {ie418-01}. We prove that, for a suitable Φ depending on H and K, {ie418-02} almost surely.
The research was partially supported by the Lithuanian State Science and Studies Foundation, grant No. T-16/08 |
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Keywords: | Gaussian processes sample paths p-variation |
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