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

Rafał M. Łochowski

Banach Center Publications (2010)

  • Volume: 90, Issue: 1, page 67-78
  • ISSN: 0137-6934

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Rafał 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 -

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