| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153391 | Statistics & Probability Letters | 2012 | 4 Pages |
Abstract
The quadratic variation of a Brownian motion indexed by a nonempty closed subset of the reals, i.e. a time scale, is investigated and examples are given for various time scales to illustrate the result.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
David Grow, Suman Sanyal,