An asymptotically 4-stable process

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An asymptotically 4-stable process

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Title: An asymptotically 4-stable process
Author: Burdzy, Krzysztof; Madrecki, Andrzej
Abstract: An asymptotically 4-stable process is constructed. The model identifies the 4-stable process with a sequence of processes converging in a very weak sense. It is proved that the 4-th variation of the process is a linear function of time and its quadratic variation may be identified with a Brownian motion.
URI: http://hdl.handle.net/1773/2255

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