论文标题
关于伽马广义双曲分布的随机分析元素
Elements of Randoms Analysis about the Gamma Generalized Hyperbolic Distribution Levy Stochastic Process
论文作者
论文摘要
在本文中，我们研究了有关léevy随机过程的随机分析的一些方面，这些过程是在伽马定律产生的广义双曲线分布之后的边缘。特别是我们研究其总变化和二次变化的界限。接下来，我们提供了一种经验结构，以实现此类随机过程的路径的图形表示。考虑了与布朗动作的比较。
In this paper, we study some aspects on random analysis on the Léevy stochastic processes with margins following generalized hyperbolic distributions generated by gamma laws. In particular we study the boundedness of its total variations and the quadratic variations. Next we give an empirical construction that enables the graphical representation of the paths of such stochastic processes. Comparisons with the Brownian motions are considered.
