KMS Of Academy of mathematics and systems sciences, CAS
| Quasi sure p-variation of fractional Brownian sheet | |
Cao, Guilan; He, Kai
| |
| 2006 | |
| Source Publication | STOCHASTIC ANALYSIS AND APPLICATIONS
 |
| ISSN | 0736-2994 |
| Volume | 24Issue:6Pages:1223-1238 |
| Abstract | 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). |
| Keyword | fractional Brownian sheet infinity-modification p-variation Quasi sure convergence (p, alpha)-modification Sobolev space |
| DOI | 10.1080/07362990600959422 |
| Language | 英语 |
| WOS Research Area | Mathematics |
| WOS Subject | Mathematics, Applied ; Statistics & Probability |
| WOS ID | WOS:000242451100008 |
| Publisher | TAYLOR & FRANCIS INC |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/2759 |
| Collection | 应用数学研究所 |
| Corresponding Author | He, Kai |
| Affiliation | 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 |
| Recommended Citation 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. |
| Files in This Item: | There are no files associated with this item. | |||||
Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.
Edit Comment