The variation of a stable path is stable
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Publication:5578113
DOI10.1007/BF00537519zbMath0185.44503MaRDI QIDQ5578113
Publication date: 1969
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items (6)
Variations of processes with stationary, independent increments ⋮ Variational sums of infinitesimal systems ⋮ Tempered stable distributions and processes ⋮ Small ball estimates in \(p\)-variation for stable processes ⋮ Dyadic approximation of double integrals with respect to symmetric stable processes ⋮ Variational sums and generalized linear processes
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