The variation of a stable path is stable

DOI10.1007/BF00537519MaRDI QIDQ5578113zbMATH OpenFDO

Authors Priscilla Greenwood

Publication date 1969

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00537519

zbMATH Keywords

probability theory

Cites work

• scientific article; zbMATH DE number 3115404 (Why is no real title available?)
• scientific article; zbMATH DE number 3159046 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• Some Theorems on Stable Processes

Cited in

(6)

• Small ball estimates in \(p\)-variation for stable processes
• Dyadic approximation of double integrals with respect to symmetric stable processes
• Variational sums and generalized linear processes
• Variational sums of infinitesimal systems
• Variations of processes with stationary, independent increments
• Tempered stable distributions and processes

This page was built for publication: The variation of a stable path is stable

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5578113)