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seen Dec 4 '13 at 7:59

Oct
16
comment Gaussian Process / fractional Brownian motion
Can you please tell me, why the argumentation of the nonzero variance leads to the assertion?
Oct
16
asked Gaussian Process / fractional Brownian motion
Aug
11
awarded  Tumbleweed
Aug
5
revised Arbitrage with fractional Brownian motion
added 76 characters in body
Aug
4
asked Arbitrage with fractional Brownian motion
Jan
14
comment Fractional Brownian motion as integral, mean zero
Is there nobody who can help?
Jan
10
revised Portmanteau Theorem?
edit assertion
Jan
10
comment Portmanteau Theorem?
I don't understand it well. So you said if I define $\mathbb{P}_n:=\delta_n$, then the assertion with the compact set is true, otherwise not?
Jan
10
comment Portmanteau Theorem?
Yes, I meant replacing "closed" with "compact" in this theorem. Maybe I should also mention that $\mathbb{P},\mathbb{P}_1,\mathbb{P}_2,\dotsc$ are probability measures on $(\mathbb{R},\mathcal{B}(\mathbb{R})$.
Jan
10
asked Portmanteau Theorem?
Jan
10
asked Fractional Brownian motion as integral, mean zero
Dec
18
revised Applying Ergodic Theorem on fractional Brownian motion
added 185 characters in body
Dec
18
asked Applying Ergodic Theorem on fractional Brownian motion
Dec
13
revised Hölder Continuity of Fractional Brownian Motion
edit question
Dec
13
suggested suggested edit on Hölder Continuity of Fractional Brownian Motion
Dec
13
revised Hölder Continuity of Fractional Brownian Motion
edit question
Dec
13
suggested suggested edit on Hölder Continuity of Fractional Brownian Motion
Dec
10
revised Fractional Brownian motion, selfsimilar
edited title
Dec
10
comment Fractional Brownian motion, selfsimilar
@Sasha Thanks for the explanation.
Dec
10
asked Fractional Brownian motion, selfsimilar