guerra.nualart:05:1h-variation¶
BibTeX Entry:
@article{guerra.nualart:05:1h-variation,
author = {Guerra, Jo\~{a}o M. E. and Nualart, David},
doi = {10.1016/j.spa.2004.07.008},
fjournal = {Stochastic Processes and their Applications},
issn = {0304-4149},
journal = {Stochastic Process. Appl.},
mrclass = {60H05 (60G18 60H07)},
mrnumber = {2105371},
mrreviewer = {M. Z\"{a}hle},
number = {1},
pages = {91--115},
title = {The {$1/H$}-variation of the divergence integral with respect to the fractional {B}rownian motion for {\$H>1/2\$} and fractional {B}essel processes},
url = {https://doi.org/10.1016/j.spa.2004.07.008},
volume = {115},
year = {2005}
}