A Law of Large Numbers for the Power Variation of Fractional Lévy Processes (Q4981992)
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scientific article; zbMATH DE number 6418277
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Law of Large Numbers for the Power Variation of Fractional Lévy Processes |
scientific article; zbMATH DE number 6418277 |
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A Law of Large Numbers for the Power Variation of Fractional Lévy Processes (English)
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23 March 2015
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law of large numbers
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fractional Lévy processes
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integrated volatility
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self-similarity
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\(\alpha\)-stable process
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infinitely divisible distributions
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power variation
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