On the convergence of quadratic variation for compound fractional Poisson processes
DOI10.2478/s13540-012-0023-2zbMath1278.60067OpenAlexW2083132043MaRDI QIDQ5327121
Publication date: 2 August 2013
Published in: Fractional Calculus and Applied Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/20.500.11824/571
continuous time random walkquadratic variationcompound renewal processinverse stable subordinatorfractional Poisson processMittag-Leffler waiting time\(M\)-Wright functions
Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Generalized stochastic processes (60G20) Mittag-Leffler functions and generalizations (33E12) Functional limit theorems; invariance principles (60F17)
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