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    An asymptotically 4-stable process 

    Burdzy, Krzysztof; Madrecki, Andrzej (CRC Press, 1995)
    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.
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    Ito formula for an asymptotically 4-stable process 

    Burdzy, Krzysztof; Madrecki, Andrzej (Institute of Mathematical Statistics, 1996-02)
    An Ito-type formula is given for an asymptotically 4-stable process.

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    Author
    Burdzy, Krzysztof (2)
    Madrecki, Andrzej (2)
    Subject4-stable process (2)Brownian motion (1)Ito formula (1)stable process (1)... View MoreDate Issued1996 (1)1995 (1)

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