A Law of Large Numbers for the Power Variation of Fractional Lévy Processes (Q4981992)

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scientific article; zbMATH DE number 6418277
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A Law of Large Numbers for the Power Variation of Fractional Lévy Processes
scientific article; zbMATH DE number 6418277

    Statements

    A Law of Large Numbers for the Power Variation of Fractional Lévy Processes (English)
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    23 March 2015
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    law of large numbers
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    fractional Lévy processes
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    integrated volatility
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    self-similarity
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    \(\alpha\)-stable process
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    infinitely divisible distributions
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    power variation
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