|
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.
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
Linking options:
https://www.mathnet.ru/eng/znsl4336 https://www.mathnet.ru/eng/znsl/v130/p78
|
Statistics & downloads: |
Abstract page: | 94 | Full-text PDF : | 36 |
|