Browsing Faculty and Researcher Data and Papers by Subject "4-stable process"

Now showing items 1-2 of 2

    • 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 ...

    • 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.