Variations of processes with stationary, independent increments

DOI10.1007/BF00536557zbMath0228.60029MaRDI QIDQ5636117

Prescilla E. Greenwood, Bert E. Fristedt

Publication date: 1972

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov processes (60J99)

Related Items (6)

Limit Theorems for Variational Sums ⋮ Path properties of processes with independent and interchangeable increments ⋮ Asymptotic theory for estimating the parameters of a Levy process ⋮ Variational sums of infinitesimal systems ⋮ Tempered stable distributions and processes ⋮ Variational sums and generalized linear processes

Cites Work

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• Sample functions behavior of increasing processes with stationary, independent increments
• A Limit Theorem for a Function of the Increments of a Decomposable Process
• Some Theorems on Stable Processes
• Sample Path Variations of Homogeneous Processes
• The variation of a stable path is stable
• Path behavior of processes with stationary independent increments
• Centered Variations of Sample Paths of Homogeneous Processes
• Expansions for the Density of the Absolute Value of a Strictly Stable Vector

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