The variation of a stable path is stable

Author:

Greenwood Priscilla E.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference5 articles.

1. Blumenthal, R. M., Getoor, R. K.: Some theorems on stable processes. Trans. Amer. math. Soc. 95, 263?273 (1960).

2. ?: Sample functions of stochastic processes with stationary independent increments. J. Math. Mech. 10, 493?516 (1961).

3. Bochner, S.: Harmonic analysis and the theory of probability. Berkeley and Los Angeles: Univ. of California Press 1955.

4. Feller, W.: An introduction to probability theory and its applications, vol.II. New York: Wiley 1966.

5. Lévy, P.: Le Mouvement Brownien plan. Amer. J. Math. 62, 487?550 (1940).

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