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, Tome 89 (2010), p. 67-78 / Harvested from The Polish Digital Mathematics Library
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Publié le : 2010-01-01
EUDML-ID : urn:eudml:doc:281856 
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     author = {Rafa\l\ M. \L ochowski},
     title = {Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift-their mean value and their applications},
     journal = {Banach Center Publications},
     volume = {89},
     year = {2010},
     pages = {67-78},
     zbl = {1210.60091},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-bc90-0-4}
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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, Tome 89 (2010) pp. 67-78. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-bc90-0-4/