Hausdorff-Besicovitch dimension of graphs and p-variation

被引：0
|
作者：
Manstavicius M. [1 ]
机构：
[1] Department of Mathematics, University of Connecticut, Storrs, CT 06269-3009, 196 Auditorium Road
来源：
Lithuanian Mathematical Journal | 2005年 / 45卷 / 3期
关键词：
CGMY process; Hausdorff-Besicovitch dimension; Levy process; p-variation; Subordinator;
D O I：
10.1007/s10986-005-0031-6
中图分类号：
学科分类号：
摘要：
A relationship between Hausdorff-Besicovitch dimension of graphs of trajectories and p-variation index is well known for many real-valued Levy processes (see, e.g., [10]). Here this relationship is extended to a class of subordinated processes used in econometrics. © 2005 Springer Science+Business Media, Inc.
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页码：292 / 298
页数：6
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