Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part VIII, Tome 130 (1983), pp. 78-88
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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/
@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/}
}
TY - JOUR
AU - V. A. Egorov
TI - On asymptotic quadratic variation behaviour for trajectories of processes with independent increments
JO - Zapiski Nauchnykh Seminarov POMI
PY - 1983
SP - 78
EP - 88
VL - 130
UR - http://geodesic.mathdoc.fr/item/ZNSL_1983_130_a7/
LA - ru
ID - ZNSL_1983_130_a7
ER -
%0 Journal Article
%A V. A. Egorov
%T On asymptotic quadratic variation behaviour for trajectories of processes with independent increments
%J Zapiski Nauchnykh Seminarov POMI
%D 1983
%P 78-88
%V 130
%U http://geodesic.mathdoc.fr/item/ZNSL_1983_130_a7/
%G ru
%F ZNSL_1983_130_a7
Some characteristics of processes with independent increments similar to quadratic variation are considered and its asymptotic behaviour is investigated.
