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20092026
most citedTruncated Variation, Upward Truncated Variation and Downward Truncated Variation of Brownian Motion with Drift - their Characteristics and Applications

14 citations · 68 across the 25 of their papers we have counts for

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6 papers · 1 filter

math.CA2025

Quadratic variation and local times of the horizontal component of the Peano curve (square filling curve)

Phumlani L. Zondi, Darlington Hove, Rafał M. Łochowski +1

We show that the horizontal component of the Peano curve has quadratic variation equal the limit of quadratic variations along the Lebesgue partitions for grids of the form $3^{-n}…

math.CA2024

Local times of deterministic paths with finite variation

Darlington Hove, Farai J. Mhlanga, Rafał M. Łochowski +1

In this note, we define the numbers of level crossings by a c{à}dl{à}g (RCLL) real function and, in analogy to the work of Bertoin and Yor [BY14] we…

math.CA2015★ 5 cited

On a generalisation of the Banach indicatrix theorem

Rafał M. Łochowski

We prove that for any regulated function and the infimum of the total variations of functions approximating with accuracy $c…

math.CA2014★ 1 cited

A new theorem on the existence of the Riemann-Stieltjes integral and an improved version of the Loéve-Young inequality

Rafał M. Łochowski

Using the notion of the truncated variation we obtain a new theorem on the existence and estimation of the Riemann-Stieltjes integral. As a special case of this theorem we obtain a…

math.CA2013★ 13 cited

The Play Operator, the Truncated Variation and the Generalisation of the Jordan Decomposition

R. Ghomrasni, R. Łochowski

The play operator minimalizes the total variation on intervals , of functions approximating uniformly given regulated function with given accuracy and starting from a…

math.CA2012★ 7 cited

On the Generalisation of the Hahn-Jordan Decomposition for Real Càdlàg Functions

Rafał M. Łochowski

For a real càdlàg function f and a positive constant c we find another càdlàg function, which has the smallest total variation pos- sible among all functions uniformly approximatin…