Burdzy, KrzysztofMadrecki, Andrzej2005-12-092005-12-091995Burdzy, 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.http://hdl.handle.net/1773/2255An 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.184274 bytesapplication/pdfen-US4-stable processBrownian motionBook chapter