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

Ehsan Azmoodeh, Heikki Tikanmaki, Esko Valkeila

Research output: Contribution to journalArticleScientificpeer-review

1 Citation (Scopus)
Original languageEnglish
Pages (from-to)1543-1550
JournalStatistics and Probability Letters
Volume80
Issue number19-20
DOIs
Publication statusPublished - 2010
MoE publication typeA1 Journal article-refereed

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