truncated variation
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BV prox-regular sweeping process with bounded truncated variation

Optimization ◽  
2018 ◽  
Vol 69 (7-8) ◽  
pp. 1391-1437
Author(s):  
Florent Nacry ◽  
Lionel Thibault
Keyword(s):  
Sweeping Process ◽  
Truncated Variation

scholarly journals On the double Laplace transform of the truncated variation of a Brownian motion with drift

2016 ◽  
Vol 19 (1) ◽  
pp. 281-292
Author(s):  
Rafał Marcin Łochowski
Keyword(s):  
Brownian Motion ◽  
Laplace Transform ◽  
Independent Interest ◽  
Brownian Motion With Drift ◽  
Double Laplace Transform ◽  
Truncated Variation

The aim of this paper is to find a formula for the double Laplace transform of the truncated variation of a Brownian motion with drift. In order to find the double Laplace transform, we also prove some identities for the Brownian motion with drift, which may be of independent interest.

scholarly journals Integrability and concentration of the truncated variation for the sample paths of fractional Brownian motions, diffusions and Lévy processes

Bernoulli ◽  
2015 ◽  
Vol 21 (1) ◽  
pp. 437-464
Author(s):  
Witold Marek Bednorz ◽  
RafaŁ Marcin Ł ochowski
Keyword(s):  
Lévy Processes ◽  
Levy Processes ◽  
Brownian Motions ◽  
Fractional Brownian Motions ◽  
Sample Paths ◽  
Truncated Variation

scholarly journals The play operator, the truncated variation and the generalisation of the Jordan decomposition

2014 ◽  
Vol 38 (3) ◽  
pp. 403-419 ◽  
Author(s):  
R. Łochowski ◽  
R. Ghomrasni
Keyword(s):  
Jordan Decomposition ◽  
Play Operator ◽  
Truncated Variation

scholarly journals On truncated variation, upward truncated variation and downward truncated variation for diffusions

2013 ◽  
Vol 123 (2) ◽  
pp. 446-474 ◽  
Author(s):  
Rafał M. Łochowski ◽  
Piotr Miłoś
Keyword(s):  
Truncated Variation

scholarly journals On Truncated Variation of Brownian Motion with Drift

2008 ◽  
Vol 56 (3-4) ◽  
pp. 267-281 ◽  
Author(s):  
Rafał Łochowski
Keyword(s):  
Brownian Motion ◽  
Brownian Motion With Drift ◽  
Truncated Variation
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