On the convergence of quadratic variation for compound fractional poisson processes

Fractional Calculus and Applied Analysis

Volumn 15, Issue 2, 2012, Pages 314-331

  Scalas, Enrico ^a,b   Viles, Noélia ^b  

^a UNIVERSITY OF EASTERN PIEDMONT   (Italy)

^b BCAM BASQUE CENTER FOR APPLIED MATHEMATICS   (Spain)

Author keywords

Compound renewal process; Continuous time random walk; Fractional Poisson process; Inverse stable subordinator; Mittag Leffler waiting time; MWright functions; Quadratic variation

Indexed keywords

EID: 84867453750     PISSN: 13110454     EISSN: 13142444     Source Type: Journal    
DOI: 10.2478/s13540-012-0023-2     Document Type: Article

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