2013•Unpublished venueRequires access

Fluctuations of the power variation of iterated fractional Brownian motion

Raghid Zeineddine

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Abstract

We study the fluctuations of the power variation of the iterated fractional Brownian motion

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What this paper is about

We study the fluctuations of the power variation of the iterated fractional Brownian motion

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Method / approach

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Available abstract

We study the fluctuations of the power variation of the iterated fractional Brownian motion

Key concepts: Fractional Brownian motion, Variation (astronomy), Brownian motion, Iterated function, Statistical physics, Mathematics, Power (physics), Physics

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Fluctuations of the power variation of iterated fractional Brownian motion — Research Paper | ScholarLens

Fluctuations of the power variation of iterated fractional Brownian motion

About this research paper

What this paper is about

Why it matters

Key contribution

Method / approach

Main findings

Limitations

Applications

Available abstract

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