On Truncated Variation of Brownian Motion with Drift (Q3603770)
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scientific article; zbMATH DE number 5509062
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| English | On Truncated Variation of Brownian Motion with Drift |
scientific article; zbMATH DE number 5509062 |
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On Truncated Variation of Brownian Motion with Drift (English)
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18 February 2009
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Brownian motion
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variation
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0.9275453090667723
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0.9258824586868286
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0.8688693046569824
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0.8090946078300476
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0.8015369176864624
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