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

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