摘要
In this paper we study p-variation of bifractional Brownian motion. As an applica-tion, we introduce a class of estimators of the parameters of a bifractional Brownian motion andprove that both of them are strongly consistent; as another application, we investigate fractalnature related to the box dimension of the graph of bifractional Brownian motion.
In this paper we study p-variation of bifractional Brownian motion. As an applica-tion, we introduce a class of estimators of the parameters of a bifractional Brownian motion andprove that both of them are strongly consistent; as another application, we investigate fractalnature related to the box dimension of the graph of bifractional Brownian motion.
基金
supported by NSFC (11071076)
NSFC-NSF (10911120392)