Power variation for Itô integrals with respect to -stable processes

DOI10.1111/J.1467-9574.2010.00463.XMaRDI QIDQ6573271FDOQ6573271

José Manuel Corcuera, Gergely Farkas

Publication date: 16 July 2024

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

central limit theoremstable processespower variation

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Stochastic processes (60Gxx) Limit theorems in probability theory (60Fxx)

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