On asymptotic quadratic variation behaviour for trajectories of processes with independent increments
Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part VIII, Tome 130 (1983), pp. 78-88
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Some characteristics of processes with independent increments similar to quadratic variation are considered and its asymptotic behaviour is investigated.
@article{ZNSL_1983_130_a7,
author = {V. A. Egorov},
title = {On asymptotic quadratic variation behaviour for trajectories of processes with independent increments},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {78--88},
year = {1983},
volume = {130},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1983_130_a7/}
}
V. A. Egorov. On asymptotic quadratic variation behaviour for trajectories of processes with independent increments. Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part VIII, Tome 130 (1983), pp. 78-88. http://geodesic.mathdoc.fr/item/ZNSL_1983_130_a7/