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: 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.