On p -variation of bifractional Brownian motion

On p -variation of bifractional Brownian motion,10.1007/s11766-010-2454-7,Applied Mathematics-a Journal of Chinese Universities Series B,Wen-sheng Wan

On p -variation of bifractional Brownian motion  
BibTex | RIS | RefWorks Download
In this paper we study p-variation of bifractional Brownian motion. As an application, we introduce a class of estimators of the parameters of a bifractional Brownian motion and prove that both of them are strongly consistent; as another application, we investigate fractal nature related to the box dimension of the graph of bifractional Brownian motion.
Cumulative Annual
View Publication
The following links allow you to view full publications. These links are maintained by other sources not affiliated with Microsoft Academic Search.