@article{c22a75f9572d47bfaa6cad4efd1ca9c8,
title = "On the convergence of quadratic variation for compound fractional poisson processes",
abstract = "The relationship between quadratic variation for compound renewal processes and M-Wright functions is discussed. The convergence of quadratic variation is investigated both as a random variable (for given t) and as a stochastic process.",
keywords = "Compound renewal process, Continuous time random walk, Fractional Poisson process, Inverse stable subordinator, MWright functions, Mittag-Leffler waiting time, Quadratic variation",
author = "Enrico Scalas and No{\'e}lia Viles",
note = "Funding Information: This work was partially funded by MIUR Italian grant PRIN 2009 on Finitary and non-Finitary Probabilistic Methods in Economics within the project The Growth of Firms and Countries: Distributional Properties and Economic Determinants.",
year = "2012",
month = jun,
doi = "10.2478/s13540-012-0023-2",
language = "English",
volume = "15",
pages = "314--331",
journal = "Fractional Calculus and Applied Analysis",
issn = "1311-0454",
publisher = "Walter de Gruyter GmbH",
number = "2",
}