| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154058 | Statistics & Probability Letters | 2007 | 6 Pages |
Abstract
In this paper, we prove that for the fractional Brownian motion BtBt with Hurst parameter HH, the quasi-sure limit of the form ∑i=02n-1|Bti+1n∧t-Btin∧t|p is zero, where tin=i2-n, p>1/Hp>1/H.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Guilan Cao, Kai He,