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Sobolev space Fractional Brownian motion p-Variation Quasi-sure convergence (p 1 [alpha])-Modification [infinity]-Modification 1
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Cao, Guilan 1 He, Kai 1
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Statistics & Probability Letters 1
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Quasi-sure p-variation of fractional Brownian motion
Cao, Guilan; He, Kai - In: Statistics & Probability Letters 77 (2007) 5, pp. 543-548
In this paper, we prove that for the fractional Brownian motion Bt with Hurst parameter H, the quasi-sure limit of the form is zero, where , p>1/H.
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