We give an elementary proof of the following property of H-fractional Brownian motion: almost all sample paths have infinite 1/H-variation on every interval.
A remark on the 1/H-variation of the Fractional Brownian motion
PRATELLI, MAURIZIO
2011-01-01
Abstract
We give an elementary proof of the following property of H-fractional Brownian motion: almost all sample paths have infinite 1/H-variation on every interval.File in questo prodotto:
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