On two applications of truncated variation

Details On two applications of truncated variation On two applications of truncated variation

2011-06-14

arxiv.org/abs/1106.2630v2

Mathematics

Probability

Scientific paper

We present two applications of truncated variation. The first aplication is a decomposition of a real-valued stochastic process with cadlag trajectories into a sum of uniformly close, finite variation process and infinite variation process with arbitrary small amplitude. The second application is the definition of a stochastic integral as a limit of pathwise Riemann-Stieltjes integrals.

Affiliated with

Also associated with

No associations

Rating

On two applications of truncated variation does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On two applications of truncated variation, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On two applications of truncated variation will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-113249