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On stable processes of bounded variation

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  • Pérez-Abreu, Victor
  • Rocha-Arteaga, Alfonso

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.

Suggested Citation

  • Pérez-Abreu, Victor & Rocha-Arteaga, Alfonso, 1997. "On stable processes of bounded variation," Statistics & Probability Letters, Elsevier, vol. 33(1), pages 69-77, April.
    • Handle: RePEc:eee:stapro:v:33:y:1997:i:1:p:69-77
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    References listed on IDEAS

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    1. Hardin, Clyde D., 1982. "On the spectral representation of symmetric stable processes," Journal of Multivariate Analysis, Elsevier, vol. 12(3), pages 385-401, September.
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    Cited by:

    1. Basse-O'Connor, Andreas & Graversen, Svend-Erik, 2010. "Path and semimartingale properties of chaos processes," Stochastic Processes and their Applications, Elsevier, vol. 120(4), pages 522-540, April.

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