On Truncated Variation of Brownian Motion with Drift
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Publication:3603770
DOI10.4064/BA56-3-9zbMATH Open1158.60011OpenAlexW2001535049MaRDI QIDQ3603770FDOQ3603770
Authors: Rafał M. Łochowski 
Publication date: 18 February 2009
Published in: Bulletin Polish Acad. Sci. Math. (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4064/ba56-3-9
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Cited In (5)
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- Drift perturbation of subordinate Brownian motions with Gaussian component
- On the double Laplace transform of the truncated variation of a Brownian motion with drift
- On truncated variation, upward truncated variation and downward truncated variation for diffusions
- Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift -- their mean value and their applications
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