An asymptotically 4-stable process

dc.contributor.author	Burdzy, Krzysztof
dc.contributor.author	Madrecki, Andrzej
dc.date.accessioned	2005-12-09T19:33:44Z
dc.date.available	2005-12-09T19:33:44Z
dc.date.issued	1995
dc.identifier.citation	Burdzy, K. (1995). Journal of Fourier Analysis and Applications, Special Issue: Proceedings of the Conference in Honor of Jean-Pierre Kahane : Orsay, June 28 - July 3, 1993. Boca Raton [Fla.] : CRC Press, 97-117.	en
dc.identifier.uri	http://hdl.handle.net/1773/2255
dc.description.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.	en
dc.description.sponsorship	Research supported in part by NSF grant DMS 91-00244, AMS Centennial Research.	en
dc.format.extent	184274 bytes
dc.format.mimetype	application/pdf
dc.language.iso	en_US
dc.publisher	CRC Press	en
dc.relation.ispartofseries	Journal of Fourier Analysis and Applications;Special Issue
dc.subject	4-stable process	en
dc.subject	Brownian motion	en
dc.title	An asymptotically 4-stable process	en
dc.type	Book chapter	en