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math.PR2026
Variation and Hausdorff dimension of fractional Wiener-Weierstrass bridges
Alexander Schied, Zhenyuan Zhang
Fractional Wiener--Weierstrass bridges are a class of Gaussian processes obtained by replacing trigonometric functions in the construction of classical Weierstrass functions by fra…
math.PR2024
Sample Path Properties of the Fractional Wiener--Weierstrass Bridge
Alexander Schied, Zhenyuan Zhang
Fractional Wiener--Weierstrass bridges are a class of Gaussian processes that arise from replacing the trigonometric function in the construction of classical Weierstrass functions…