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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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
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

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