Integrability and concentration of the truncated variation for the sample paths of fractional Brownian motions, diffusions and Lévy processes
-
Published:2015-02-01
Issue:1
Volume:21
Page:
-
ISSN:1350-7265
-
Container-title:Bernoulli
-
language:
-
Short-container-title:Bernoulli
Author:
Bednorz Witold Marek,Ł ochowski RafaŁ Marcin
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability