Strong variation for the sample functions of a stable process

DOI10.1215/S0012-7094-73-04024-6zbMath0267.60078OpenAlexW1978980524MaRDI QIDQ2562662

S. James Taylor, Bert E. Fristedt

Publication date: 1973

Published in: Duke Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/s0012-7094-73-04024-6

Mathematics Subject Classification ID

Sample path properties (60G17) Markov processes (60J99)

Related Items (9)

\(p\)-variation of strong Markov processes. ⋮ Rough functions: \(p\)-variation, calculus, and index estimation ⋮ Variational sums of infinitesimal systems ⋮ Small ball estimates in \(p\)-variation for stable processes ⋮ Estimation of stable CARMA models with an application to electricity spot prices ⋮ First order \(p\)-variations and Besov spaces ⋮ Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise ⋮ Local properties of Lévy processes on a totally disconnected group ⋮ Variational sums and generalized linear processes

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