On stable processes of bounded variation

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.

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Year of publication:	1997
Authors:	Pérez-Abreu, Victor ; Rocha-Arteaga, Alfonso
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 33.1997, 1, p. 69-77
Publisher:	Elsevier
Keywords:	Paths of finite variation Zero-one law Semimartingale

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319310