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On the convergence of quadratic variation for compound fractional Poisson processes

✍ Scribed by Enrico Scalas; Noèlia Viles


Book ID
115064262
Publisher
SP Versita
Year
2012
Tongue
English
Weight
256 KB
Volume
15
Category
Article
ISSN
1311-0454

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On the convergence of quadratic variatio
✍ Enrico Scalas; Noèlia Viles 📂 Article 📅 2012 🏛 SP Versita 🌐 English ⚖ 256 KB

The relationship between quadratic variation for compound renewal processes and M -Wright functions is discussed. The convergence of quadratic variation is investigated both as a random variable (for given t) and as a stochastic process.