Pages that link to "Item:Q1933596"
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The following pages link to On truncated variation, upward truncated variation and downward truncated variation for diffusions (Q1933596):
Displaying 11 items.
- Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift -- their characteristics and applications (Q550141) (← links)
- On the quadratic variation of the model-free price paths with jumps (Q1795403) (← links)
- One-dimensional game-theoretic differential equations (Q2069031) (← links)
- Integrability and concentration of the truncated variation for the sample paths of fractional Brownian motions, diffusions and Lévy processes (Q2345128) (← links)
- Energy of taut strings accompanying Wiener process (Q2512840) (← links)
- On the double Laplace transform of the truncated variation of a Brownian motion with drift (Q2970990) (← links)
- Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift–-their mean value and their applications (Q3083386) (← links)
- On Truncated Variation of Brownian Motion with Drift (Q3603770) (← links)
- Energy of taut strings accompanying random walk (Q5013230) (← links)
- Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations (Q5086439) (← links)
- The play operator, the truncated variation and the generalisation of the Jordan decomposition (Q5178132) (← links)
