Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift -- their mean value and their applications
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Publication:3083386
DOI10.4064/BC90-0-4zbMATH Open1210.60091OpenAlexW2323951959MaRDI QIDQ3083386FDOQ3083386
Authors: Rafał M. Łochowski 
Publication date: 21 March 2011
Published in: Banach Center Publications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4064/bc90-0-4
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