On Truncated Variation of Brownian Motion with Drift

DOI10.4064/BA56-3-9zbMath1158.60011OpenAlexW2001535049MaRDI QIDQ3603770

Rafał Marcin Łochowski

Publication date: 18 February 2009

Published in: Bulletin of the Polish Academy of Sciences Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/ba56-3-9

zbMATH Keywords

Brownian motionvariation

Mathematics Subject Classification ID

Gaussian processes (60G15)

Related Items (1)

Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift -- their characteristics and applications

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