On truncated variation, upward truncated variation and downward truncated variation for diffusions (Q1933596): Difference between revisions

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Revision as of 19:37, 19 March 2024

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On truncated variation, upward truncated variation and downward truncated variation for diffusions
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    On truncated variation, upward truncated variation and downward truncated variation for diffusions (English)
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    24 January 2013
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    stochastic processes
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    semimartingales
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    diffusions
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    truncated variation
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    total variation
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