On the $\gamma$-Variation of Processes with Stationary Independent Increments

DOI10.1214/aoms/1177692473zbMath0268.60066OpenAlexW2040169677MaRDI QIDQ3213976

Itrel Monroe

Publication date: 1972

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177692473

Mathematics Subject Classification ID

Markov processes (60J99)

Related Items (13)

The strong p-variation of martingales and orthogonal series ⋮ Random fractals determined by Lévy processes ⋮ Path properties of processes with independent and interchangeable increments ⋮ Rough functions: \(p\)-variation, calculus, and index estimation ⋮ La variation d'ordre p des semi-martingales ⋮ Implementable coupling of Lévy process and Brownian motion ⋮ Conditional Characteristic Functions of Molchan-Golosov Fractional Lévy Processes with Application to Credit Risk ⋮ Variational sums of infinitesimal systems ⋮ Tempered stable distributions and processes ⋮ First order \(p\)-variations and Besov spaces ⋮ Variational Sums for Additive Processes ⋮ Simplified stochastic calculus via semimartingale representations ⋮ Variational sums and generalized linear processes

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