Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift-their mean value and their applications
Banach Center Publications (2010)
- Volume: 90, Issue: 1, page 67-78
- ISSN: 0137-6934
Access Full Article
top
Abstract
topHow to cite
topRafał M. Łochowski. "Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift-their mean value and their applications." Banach Center Publications 90.1 (2010): 67-78. <http://eudml.org/doc/281856>.
@article{RafałM2010,
abstract = {},
author = {Rafał M. Łochowski},
journal = {Banach Center Publications},
keywords = {Brownian motion; variation},
language = {eng},
number = {1},
pages = {67-78},
title = {Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift-their mean value and their applications},
url = {http://eudml.org/doc/281856},
volume = {90},
year = {2010},
}
TY - JOUR
AU - Rafał M. Łochowski
TI - Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift-their mean value and their applications
JO - Banach Center Publications
PY - 2010
VL - 90
IS - 1
SP - 67
EP - 78
AB -
LA - eng
KW - Brownian motion; variation
UR - http://eudml.org/doc/281856
ER -
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.