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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive
Zap. Nauchn. Sem. LOMI, 1983 Volume 130, Pages 78–88 (Mi znsl4336)
On asymptotic quadratic variation behaviour for trajectories of processes with independent increments

V. A. Egorov


Abstract: Some characteristics of processes with independent increments similar to quadratic variation are considered and its asymptotic behaviour is investigated.

UDC: 519.21



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