arXiv · 1304.5696
Fluctuations of the power variation of fractional Brownian motion in Brownian time
Abstract
We study the fluctuations of the power variation of fractional Brownian motion in Brownian time
Explore related subjects
Keep this discovery
Raghid Zeineddine. 2013-04-21. Fluctuations of the power variation of fractional Brownian motion in Brownian time. https://arxiv.org/abs/1304.5696
Cite the original work for its findings. Save a collection to share your selection of sources.