Browsing Faculty and Researcher Data and Papers by Subject "4-stable process"
Now showing items 1-2 of 2
(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 ...
(Institute of Mathematical Statistics, 1996-02)An Ito-type formula is given for an asymptotically 4-stable process.