On stable processes of bounded variation

Victor Pérez-Abreu and Alfonso Rocha-Arteaga

Statistics & Probability Letters, 1997, vol. 33, issue 1, 69-77

Abstract: The paper presents a condition to characterize a zero-one law for the locally bounded variation of the sample paths of a stochastic process. The result is applied to study the bounded variation behavior of some stable processes. The problem of when the sample paths of a symmetric stable process are absolutely continuous with respect to the L1-variation measure is addressed.

Keywords: Paths; of; finite; variation; Zero-one; law; Semimartingale (search for similar items in EconPapers)
Date: 1997
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(96)00111-3
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:33:y:1997:i:1:p:69-77

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().