✦ LIBER ✦

On the convergence of quadratic variation for compound fractional Poisson processes

✍ Scribed by Enrico Scalas; Noèlia Viles

Book ID: 115064263
Publisher: SP Versita
Year: 2012
Tongue: English
Weight: 256 KB
Volume: 15
Category: Article
ISSN: 1311-0454
DOI: 10.2478/s13540-012-0023-2

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✦ Synopsis

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.

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