On truncated variation, upward truncated variation and downward truncated variation for diffusions

DOI10.1016/J.SPA.2012.08.007zbMath1270.60083arXiv1109.0043OpenAlexW2062007434MaRDI QIDQ1933596

Piotr Miłoś, Rafał Marcin Łochowski

Publication date: 24 January 2013

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.0043

zbMATH Keywords

total variationstochastic processessemimartingalesdiffusionstruncated variation

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60)

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