Variations of processes with stationary, independent increments

DOI10.1007/BF00536557zbMath0228.60029MaRDI QIDQ5636117

Prescilla E. Greenwood, Bert E. Fristedt

Publication date: 1972

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov processes (60J99)

Related Items

Limit Theorems for Variational Sums, Path properties of processes with independent and interchangeable increments, Asymptotic theory for estimating the parameters of a Levy process, Variational sums of infinitesimal systems, Tempered stable distributions and processes, Variational sums and generalized linear processes

Cites Work

• Sample functions behavior of increasing processes with stationary, independent increments
• A Limit Theorem for a Function of the Increments of a Decomposable Process
• Some Theorems on Stable Processes
• Sample Path Variations of Homogeneous Processes
• The variation of a stable path is stable
• Path behavior of processes with stationary independent increments
• Centered Variations of Sample Paths of Homogeneous Processes
• Expansions for the Density of the Absolute Value of a Strictly Stable Vector
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