Quasi sure p-variation of fractional Brownian sheet

doi:10.1080/07362990600959422

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	Quasi sure p-variation of fractional Brownian sheet
	Cao, Guilan ; He, Kai
	2006
发表期刊	STOCHASTIC ANALYSIS AND APPLICATIONS
ISSN	0736-2994
卷号	24 期号:6 页码:1223-1238
摘要	In this article, we prove that for the fractional Brownian sheet B-z with Hurst parameter alpha, beta such that alpha + beta > 1, the quasi sure limit of the form Sigma(2n-1)(i=0) Sigma(2n-1)(j=0) vertical bar B(Delta(m)(ij)(z))}(p) is zero when p > 2/alpha+beta, where Delta(n)(ij) (z) = (z(i,) j(n) boolean AND z, z(i+1,j+1)(n) boolean AND z], z = (s, t), z(i,j)(n) = (s(i)(n), t(j)(n)), s(i)(n) = i2(-n), t(j)(n) = j2(-n).
关键词	fractional Brownian sheet infinity-modification p-variation Quasi sure convergence (p, alpha)-modification Sobolev space
DOI	10.1080/07362990600959422
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Statistics & Probability
WOS记录号	WOS:000242451100008
出版者	TAYLOR & FRANCIS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/2759
专题	应用数学研究所
通讯作者	He, Kai
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China 2.Tsing Hua Univ, Dept Math Sci, Beijing 100084, Peoples R China
推荐引用方式 GB/T 7714	Cao, Guilan,He, Kai. Quasi sure p-variation of fractional Brownian sheet[J]. STOCHASTIC ANALYSIS AND APPLICATIONS,2006,24(6):1223-1238.
APA	Cao, Guilan,&He, Kai.(2006).Quasi sure p-variation of fractional Brownian sheet.STOCHASTIC ANALYSIS AND APPLICATIONS,24(6),1223-1238.
MLA	Cao, Guilan,et al."Quasi sure p-variation of fractional Brownian sheet".STOCHASTIC ANALYSIS AND APPLICATIONS 24.6(2006):1223-1238.