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