肖小勇, 尹洪位. 关于半鞅的双幂变差门限版本的收敛速度[J]. 应用概率统计, 2015, 31(4): 337-346.
引用本文: 肖小勇, 尹洪位. 关于半鞅的双幂变差门限版本的收敛速度[J]. 应用概率统计, 2015, 31(4): 337-346.
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Xiao Xiaoyong, Yin Hongwei. The Speed of Convergence of the Threshold Version of Bipower Variation for Semimartingales[J]. Chinese Journal of Applied Probability and Statistics, 2015, 31(4): 337-346.
Citation: Xiao Xiaoyong, Yin Hongwei. The Speed of Convergence of the Threshold Version of Bipower Variation for Semimartingales[J]. Chinese Journal of Applied Probability and Statistics, 2015, 31(4): 337-346.
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关于半鞅的双幂变差门限版本的收敛速度

The Speed of Convergence of the Threshold Version of Bipower Variation for Semimartingales

    摘要
  • 摘要: 本文中, 对于由标准布朗运动和纯跳Levy过程驱动的半鞅, 在允许小跳有无穷活性的情况下, 我们研究了其双幂变差门限版本的收敛速度.

     

    Abstract: In this paper, we consider the speed of convergence of the threshold version of bipower variation for a semimartingale, which is driven by a standard Brownian motion and a pure jump Levy process with possibly infinite activity of the small jumps.

     

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