| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129660 | Statistics & Probability Letters | 2017 | 12 Pages |
Abstract
In this paper we obtain a simple representation of the classical local times of fractional Brownian motion. We explore the properties of the quadratic variation of fractional Brownian motion {X(t):tâ¥0} of index 0
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Safari Mukeru,