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.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.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.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 |