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Scalas, Enrico and Viles, Noèlia (2012) On the convergence of quadratic variation for compound fractional Poisson processes. Fractional Calculus and Applied Analysis, 15 (2). pp. 314-331. ISSN 1311-0454
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Official URL: http://dx.doi.org/10.2478/s13540-012-0023-2
Abstract
The 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.
Item Type: | Article |
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Schools and Departments: | School of Mathematical and Physical Sciences > Mathematics |
Research Centres and Groups: | Probability and Statistics Research Group |
Subjects: | Q Science > QA Mathematics > QA0273 Probabilities. Mathematical statistics |
Depositing User: | Enrico Scalas |
Date Deposited: | 24 Sep 2014 06:02 |
Last Modified: | 19 Nov 2018 15:56 |
URI: | http://srodev.sussex.ac.uk/id/eprint/50239 |