Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift–-their mean value and their applications (Q3083386)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift–-their mean value and their applications |
scientific article |
Statements
Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift–-their mean value and their applications (English)
0 references
21 March 2011
0 references
Brownian motion
0 references
variation
0 references
