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On the convergence of quadratic variation for compound fractional Poisson processes
journal contribution
posted on 2023-06-08, 18:24 authored by Enrico Scalas, Noèlia VilesThe relationship between quadratic variation for compound renewal processes and M-Wright functions is discussed. The convergence of quadratic variation is investigated both as a random variable (for given t) and as a stochastic process.
History
Publication status
- Published
Journal
Fractional Calculus and Applied AnalysisISSN
1311-0454Publisher
Springer VerlagExternal DOI
Issue
2Volume
15Page range
314-331Department affiliated with
- Mathematics Publications
Research groups affiliated with
- Probability and Statistics Research Group Publications
Full text available
- No
Peer reviewed?
- Yes
Legacy Posted Date
2014-09-24Usage metrics
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