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math.PR2011
CLT for Ornstein-Uhlenbeck branching particle system
Radosław Adamczak, Piotr Miłoś
In this paper we consider a branching particle system consisting of particles moving according to the Ornstein-Uhlenbeck process in $\Rd$ and undergoing a binary, supercritical bra…
math.PR2011★ 11 cited
On truncated variation, upward truncated variation and downward truncated variation for diffusions
Rafał M. Łochowski, Piotr Miłoś
The truncated variation, , is a fairly new concept introduced in [5]. Roughly speaking, given a càdlàg function , its truncated variation is "the total variation which doe…