Department of Mathematics

Indian Institute Of Technology Madras , Chennai
  • Department of Mathematics-Shifted to NAC Office of the Department of Mathematics is moved from HSB to New Academic Complex (NAC) 5th and 6th Floor

Publication

Discriminating between scaled and fractional Brownian motion via p-variation statistics

Authors:

Grzesiek, Aleksandra and Gajda, Janusz and Wyłomańska, Agnieszka and Sundar, S.

Journal:

International Journal of Advances in Engineering Sciences and Applied Mathematics

year:

2018

ISSN:

0975-5616

Website:

https://doi.org/10.1007/s12572-018-0206-0