p-Variation of gaussian processes with stationary increments
Studia Scientiarum Mathematicarum Hungarica
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sg-nus-scholar.10635-1039912015-01-18T12:20:21Z p-Variation of gaussian processes with stationary increments Shao, Q.-M. MATHEMATICS Fractional Brownian motion Gaussian processes p-variation Studia Scientiarum Mathematicarum Hungarica 31 1-3 237-247 2014-10-28T02:43:54Z 2014-10-28T02:43:54Z 1996 Article Shao, Q.-M. (1996). p-Variation of gaussian processes with stationary increments. Studia Scientiarum Mathematicarum Hungarica 31 (1-3) : 237-247. ScholarBank@NUS Repository. 00816906 http://scholarbank.nus.edu.sg/handle/10635/103991 NOT_IN_WOS Scopus |
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National University of Singapore |
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NUS Library |
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Singapore |
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Fractional Brownian motion Gaussian processes p-variation |
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Fractional Brownian motion Gaussian processes p-variation Shao, Q.-M. p-Variation of gaussian processes with stationary increments |
| description |
Studia Scientiarum Mathematicarum Hungarica |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS Shao, Q.-M. |
| format |
Article |
| author |
Shao, Q.-M. |
| author_sort |
Shao, Q.-M. |
| title |
p-Variation of gaussian processes with stationary increments |
| title_short |
p-Variation of gaussian processes with stationary increments |
| title_full |
p-Variation of gaussian processes with stationary increments |
| title_fullStr |
p-Variation of gaussian processes with stationary increments |
| title_full_unstemmed |
p-Variation of gaussian processes with stationary increments |
| title_sort |
p-variation of gaussian processes with stationary increments |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/103991 |
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