On the convergence of quadratic variation for compound fractional Poisson processes (Q5327121): Difference between revisions

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Latest revision as of 17:43, 6 July 2024

scientific article; zbMATH DE number 6194291
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English
On the convergence of quadratic variation for compound fractional Poisson processes
scientific article; zbMATH DE number 6194291

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    On the convergence of quadratic variation for compound fractional Poisson processes (English)
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    2 August 2013
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    continuous time random walk
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    inverse stable subordinator
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    Mittag-Leffler waiting time
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    fractional Poisson process
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    \(M\)-Wright functions
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    quadratic variation
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    compound renewal process
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