The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

Displaying similar documents to “Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion.”

Regularity of irregularities on a brownian path

Samuel James Taylor (1974)

Annales de l'institut Fourier

Similarity:

On a standard Brownian motion path there are points where the local behaviour is different from the pattern which occurs at a fixed t 0 with probability 1. This paper is a survey of recent results which quantity the extent of the irregularities and show that the exceptional points themselves occur in an extremely regular manner.