When does fractional Brownian motion not behave as a continuous function with bounded variation?

Ehsan Azmoodeh, Heikki Tikanmaki, Esko Valkeila

Research output: Contribution to journal › Article › Scientific › peer-review

1 Citation (Scopus)

Original language	English
Pages (from-to)	1543-1550
Journal	Statistics and Probability Letters
Volume	80
Issue number	19-20
DOIs	https://doi.org/10.1016/j.spl.2010.06.008
Publication status	Published - 2010
MoE publication type	A1 Journal article-refereed

Access to Document

@article{a5f1289f51cd44b0a9f3f35739f51350,

title = "When does fractional Brownian motion not behave as a continuous function with bounded variation?",

author = "Ehsan Azmoodeh and Heikki Tikanmaki and Esko Valkeila",

year = "2010",

doi = "10.1016/j.spl.2010.06.008",

language = "English",

volume = "80",

pages = "1543--1550",

journal = "Statistics and Probability Letters",

issn = "0167-7152",