A dichotomous property of the total variation of a process with independent increments
保存先:
| 著者: | |
|---|---|
| フォーマット: | artículo original |
| 状態: | Versión publicada |
| 出版日付: | 2000 |
| その他の書誌記述: | We establish a property for the total variation of a cad-lag process with independent increments wich is dichotomous in the sense that only two alternatives are possible. For this purpose we introduce the methods of nonstandard analysis with the study of PII processes in near intervals. Finally we discuss, in the case of continuos processes, an equivalent condition for one of the alternatives of the main theorem. |
| 国: | Portal de Revistas UCR |
| 機関: | Universidad de Costa Rica |
| Repositorio: | Portal de Revistas UCR |
| 言語: | Español |
| OAI Identifier: | oai:archivo.portal.ucr.ac.cr:article/186 |
| オンライン･アクセス: | https://archivo.revistas.ucr.ac.cr/index.php/matematica/article/view/186 |
| キーワード: | total variation of a PII process PII in near intervals; additive decompositions L2-regular martingales continuous shadow theorem nearby processes variación total de un proceso PII PII en casi intervalos descomposiciones aditivas martingalas L2-regulares teorema de la sombra continua procesos “nearby |