Truncated Variation, Upward Truncated Variation and Downward Truncated Variation of Brownian Motion with Drift - their Characteristics and Applications      Truncated Variation  Brownian Motion  Applications        font style='font-size:12px;'> 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.

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