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dc.contributor.authorScalas, E. 
dc.contributor.authorViles, N.
dc.date.accessioned2017-02-21T08:18:20Z
dc.date.available2017-02-21T08:18:20Z
dc.date.issued2012-12-31
dc.identifier.issn1311-0454
dc.identifier.urihttp://hdl.handle.net/20.500.11824/571
dc.description.abstractThe 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.
dc.formatapplication/pdf
dc.language.isoengen_US
dc.rightsReconocimiento-NoComercial-CompartirIgual 3.0 Españaen_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/3.0/es/en_US
dc.subjectCompound renewal process
dc.subjectContinuous time random walk
dc.subjectFractional Poisson process
dc.subjectInverse stable subordinator
dc.subjectMittag-Leffler waiting time
dc.subjectMWright functions
dc.subjectQuadratic variation
dc.titleOn the convergence of quadratic variation for compound fractional poisson processes
dc.typeinfo:eu-repo/semantics/articleen_US
dc.identifier.doi10.2478/s13540-012-0023-2
dc.relation.publisherversionhttps://www.scopus.com/inward/record.uri?eid=2-s2.0-84867453750&doi=10.2478%2fs13540-012-0023-2&partnerID=40&md5=eeff0bdc8749c4c05b64e1514fe6a29b
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessen_US
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersionen_US
dc.journal.titleFractional Calculus and Applied Analysisen_US


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Reconocimiento-NoComercial-CompartirIgual 3.0 España
Except where otherwise noted, this item's license is described as Reconocimiento-NoComercial-CompartirIgual 3.0 España