Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift–-their mean value and their applications (Q3083386)
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scientific article; zbMATH DE number 5868788
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| English | Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift–-their mean value and their applications |
scientific article; zbMATH DE number 5868788 |
Statements
Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift–-their mean value and their applications (English)
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21 March 2011
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Brownian motion
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variation
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