On a generalisation of the Hahn–Jordan decomposition for real càdlàg functions

DOI10.4064/CM132-1-10zbMath1279.26024arXiv1210.3932OpenAlexW3101865287MaRDI QIDQ2848709

Rafał Marcin Łochowski

Publication date: 26 September 2013

Published in: Colloquium Mathematicum (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.3932

zbMATH Keywords

total variationuniform approximationregulated functiontruncated variationcádlág function

Mathematics Subject Classification ID

Functions of bounded variation, generalizations (26A45)

Related Items (5)

Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations ⋮ A new theorem on the existence of the Riemann-Stieltjes integral and an improved version of the Loéve-Young inequality ⋮ On the double Laplace transform of the truncated variation of a Brownian motion with drift ⋮ The play operator, the truncated variation and the generalisation of the Jordan decomposition ⋮ Integrability and concentration of the truncated variation for the sample paths of fractional Brownian motions, diffusions and Lévy processes

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