搜索结果: 1-1 共查到“数理经济学 Truncated Variation”相关记录1条 . 查询时间(0.064 秒)
Truncated Variation, Upward Truncated Variation and Downward Truncated Variation of Brownian Motion with Drift - their Characteristics and Applications
Truncated Variation Brownian Motion Applications
2010/11/3
In [6] for c > 0 we defined truncated variation, T V c μ , of Brownian motion with drift, Wt = Bt+μt, t 0, where (Bt) is a standard Brownian motion.