University of Sussex
Browse

File(s) not publicly available

On the convergence of quadratic variation for compound fractional Poisson processes

journal contribution
posted on 2023-06-08, 18:24 authored by Enrico Scalas, Noèlia Viles
The relationship between quadratic variation for compound renewal processes and M-Wright functions is discussed. The convergence of quadratic variation is investigated both as a random variable (for given t) and as a stochastic process.

History

Publication status

  • Published

Journal

Fractional Calculus and Applied Analysis

ISSN

1311-0454

Publisher

Springer Verlag

Issue

2

Volume

15

Page range

314-331

Department affiliated with

  • Mathematics Publications

Research groups affiliated with

  • Probability and Statistics Research Group Publications

Full text available

  • No

Peer reviewed?

  • Yes

Legacy Posted Date

2014-09-24

Usage metrics

    University of Sussex (Publications)

    Categories

    No categories selected

    Exports

    RefWorks
    BibTeX
    Ref. manager
    Endnote
    DataCite
    NLM
    DC