The variation of a stable path is stable
β Scribed by Priscilla E. Greenwood
- Publisher
- Springer
- Year
- 1969
- Tongue
- English
- Weight
- 481 KB
- Volume
- 14
- Category
- Article
- ISSN
- 1432-2064
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π SIMILAR VOLUMES
The paper presents a condition to characterize a zero--one law for the locally bounded variation of the sample paths of a stochastic process. The result is applied to study the bounded variation behavior of some stable processes. The problem of when the sample paths of a symmetric stable process are
The authors thank Prof. Kenneth Seddon for supplying the ionic liquid. This project had the financial support of FundaΓa Ζo para a Cie βncia e a Tecnologia (FC&T), Portugal through projects POCTI/ EQU/35437/99 and POCTI/QUI/38269/2001. V.N.-V., A.S., and J.M.S.S.E. thank FC&T for doctoral fellowship