On truncated variation, upward truncated variation and downward truncated variation for diffusions (Q1933596)
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scientific article
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| English | 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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0.8474167585372925
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0.8190609216690063
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0.8118199110031128
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0.8015369176864624
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