| Title: | Realized power variation of some fractional stochastic integrals | Language: | English | Authors: | Schneeberger, Stefan | Qualification level: | Diploma | Keywords: | gebrochene Brownsche Bewegung; fraktionale stochastische Integrale; p-Variation; alpha-stabile Levy-Prozesse fractional Brownian Motion; fractional stochastic integrals; realized power variation; alpha-stable Levy processes |
Advisor: | Schachermayer, Walter | Issue Date: | 2009 | Number of Pages: | 50 | Qualification level: | Diploma | Abstract: | Die Arbeit beschäftigt sich mit der realisierten p-Variation (und Verallgemeinerungen davon) von bestimmten Klassen stochastischer Prozesse (fraktionale stochastische Integrale und integrierte stabile Prozesse). The thesis is concerned with the realied power variation (and some generalization thereof) of certain classes of stochastic processes (fractional stochastic integrals and integrated stable processes). |
URI: | https://resolver.obvsg.at/urn:nbn:at:at-ubtuw:1-25441 http://hdl.handle.net/20.500.12708/8961 |
Library ID: | AC05040975 | Organisation: | E105 - Institut für Wirtschaftsmathematik | Publication Type: | Thesis Hochschulschrift |
| Appears in Collections: | Thesis |
Files in this item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Realized power variation of some fractional stochastic integrals.pdf | 941.12 kB | Adobe PDF |  View/Open |
Page view(s)
9
checked on Feb 18, 2021
Download(s)
50
checked on Feb 18, 2021
Google ScholarTM
Check
Items in reposiTUm are protected by copyright, with all rights reserved, unless otherwise indicated.