Quasi-sure p-variation of fractional Brownian motion

doi:10.1016/j.spl.2006.09.016

CSpace > 应用数学研究所

	Quasi-sure p-variation of fractional Brownian motion
	Cao, Guilan ; He, Kai
	2007-03-01
发表期刊	STATISTICS & PROBABILITY LETTERS
ISSN	0167-7152
卷号	77 期号:5 页码:543-548
摘要	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.
关键词	sobolev spiced fractional Brownian motion p-variation quasi-sure convergence (p, alpha)-modificition infinity-modificnion
DOI	10.1016/j.spl.2006.09.016
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000246512200010
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/4208
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 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.