On p-variation of bifractional Brownian motion

被引：0
|
作者：
Wen-sheng Wang
机构：
[1] Hangzhou Normal University,Department of Mathematics
来源：
Applied Mathematics-A Journal of Chinese Universities | 2011年 / 26卷
关键词：
Bifractional Brownian motion; variation; strongly consistent; fractal nature; 60G15; 60G17; 60F10; 60F15;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
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收藏
页码：127 / 141
页数：14
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