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<Emphasis Type="Italic">Φ</Emphasis>-Variation of a bifractional Brownian motion
Authors:R Norvai?a
Institution:(1) Institute of Mathematics and Informatics, Akademijos 4, LT-08663 Vilnius, Lithuania
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
Keywords:Gaussian processes  sample paths            p-variation
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