KMS Of Academy of mathematics and systems sciences, CAS
| Quasi-sure p-variation of fractional Brownian motion | |
Cao, Guilan; He, Kai
| |
| 2007-03-01 | |
| Source Publication | STATISTICS & PROBABILITY LETTERS
 |
| ISSN | 0167-7152 |
| Volume | 77Issue:5Pages:543-548 |
| Abstract | In this paper, we prove that for the fractional Brownian motion B-t with Hurst parameter H, the quasi-sure limit of the form Sigma(2n-1)(i=0)vertical bar B-ti+1(n) (Lambda t)-B-ti(Lambda t)n vertical bar(p) is zero, where t(i)(n)= i2(-n), p > 1/H. (c) 2006 Elsevier B.V. All rights reserved. |
| Keyword | sobolev spiced fractional Brownian motion p-variation quasi-sure convergence (p, alpha)-modificition infinity-modificnion |
| DOI | 10.1016/j.spl.2006.09.016 |
| Language | 英语 |
| WOS Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000246512200010 |
| Publisher | ELSEVIER SCIENCE BV |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/4208 |
| 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 motion[J]. STATISTICS & PROBABILITY LETTERS,2007,77(5):543-548. |
| APA | Cao, Guilan,&He, Kai.(2007).Quasi-sure p-variation of fractional Brownian motion.STATISTICS & PROBABILITY LETTERS,77(5),543-548. |
| MLA | Cao, Guilan,et al."Quasi-sure p-variation of fractional Brownian motion".STATISTICS & PROBABILITY LETTERS 77.5(2007):543-548. |
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