On truncated variation, upward truncated variation and downward truncated variation for diffusions (Q1933596): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
(One intermediate revision by one other user not shown) | |||
Property / DOI | |||
Property / DOI: 10.1016/j.spa.2012.08.007 / rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 1109.0043 / rank | |||
Normal rank | |||
Property / DOI | |||
Property / DOI: 10.1016/J.SPA.2012.08.007 / rank | |||
Normal rank |
Latest revision as of 13:38, 16 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On truncated variation, upward truncated variation and downward truncated variation for diffusions |
scientific article |
Statements
On truncated variation, upward truncated variation and downward truncated variation for diffusions (English)
0 references
24 January 2013
0 references
stochastic processes
0 references
semimartingales
0 references
diffusions
0 references
truncated variation
0 references
total variation
0 references