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
12 pagesThis note is devoted to a fine study of the convergence of some weighted quadratic and cubic...
We consider some fractional extensions of the recursive differential equation governing the Poisson ...
AbstractTo offer an insight into the rapidly developing theory of fractional diffusion processes, we...
The relationship between quadratic variation for compound renewal processes and M-Wright functions i...
The relationship between quadratic variation for compound renewal processes and M-Wright functions i...
The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications i...
AbstractIn this paper, we establish functional convergence theorems for second order quadratic varia...
peer reviewedIn this paper we present the asymptotic analysis of the realised quadratic variation fo...
2000 MSC: 26A33, 33E12, 33E20, 44A10, 44A35, 60G50, 60J05, 60K05.After sketching the basic principle...
It is our intention to provide via fractional calculus a generalization of the pure and compound...
AbstractIn this paper we give a central limit theorem for the weighted quadratic variation process o...
In this paper we present multivariate space-time fractional Poisson processes by considering common ...
We consider the asymptotic behaviour of the realized power variation of processes of the form ¿t0usd...
We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random wal...
AbstractAfter sketching the basic principles of renewal theory and recalling the classical Poisson p...
12 pagesThis note is devoted to a fine study of the convergence of some weighted quadratic and cubic...
We consider some fractional extensions of the recursive differential equation governing the Poisson ...
AbstractTo offer an insight into the rapidly developing theory of fractional diffusion processes, we...
The relationship between quadratic variation for compound renewal processes and M-Wright functions i...
The relationship between quadratic variation for compound renewal processes and M-Wright functions i...
The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications i...
AbstractIn this paper, we establish functional convergence theorems for second order quadratic varia...
peer reviewedIn this paper we present the asymptotic analysis of the realised quadratic variation fo...
2000 MSC: 26A33, 33E12, 33E20, 44A10, 44A35, 60G50, 60J05, 60K05.After sketching the basic principle...
It is our intention to provide via fractional calculus a generalization of the pure and compound...
AbstractIn this paper we give a central limit theorem for the weighted quadratic variation process o...
In this paper we present multivariate space-time fractional Poisson processes by considering common ...
We consider the asymptotic behaviour of the realized power variation of processes of the form ¿t0usd...
We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random wal...
AbstractAfter sketching the basic principles of renewal theory and recalling the classical Poisson p...
12 pagesThis note is devoted to a fine study of the convergence of some weighted quadratic and cubic...
We consider some fractional extensions of the recursive differential equation governing the Poisson ...
AbstractTo offer an insight into the rapidly developing theory of fractional diffusion processes, we...
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