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Zapiski Nauchnykh Seminarov LOMI, 1983, Volume 130, Pages 78–88 (Mi znsl4336)  

On asymptotic quadratic variation behaviour for trajectories of processes with independent increments

V. A. Egorov
Abstract: Some characteristics of processes with independent increments similar to quadratic variation are considered and its asymptotic behaviour is investigated.
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: V. A. Egorov, “On asymptotic quadratic variation behaviour for trajectories of processes with independent increments”, Problems of the theory of probability distributions. Part VIII, Zap. Nauchn. Sem. LOMI, 130, "Nauka", Leningrad. Otdel., Leningrad, 1983, 78–88
Citation in format AMSBIB
\Bibitem{Ego83}
\by V.~A.~Egorov
\paper On asymptotic quadratic variation behaviour for trajectories of processes with independent increments
\inbook Problems of the theory of probability distributions. Part~VIII
\serial Zap. Nauchn. Sem. LOMI
\yr 1983
\vol 130
\pages 78--88
\publ "Nauka", Leningrad. Otdel.
\publaddr Leningrad
\mathnet{http://mi.mathnet.ru/znsl4336}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=723673}
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  • https://www.mathnet.ru/eng/znsl4336
  • https://www.mathnet.ru/eng/znsl/v130/p78
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