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math.PR2012★ 1 cited
Integrability and concentration of the truncated variation for the sample paths of fractional Brownian motions, diffusions and Lévy processes
Witold Marek Bednorz, RafaŁ Marcin Łochowski
For a real càdlàg function defined on a compact interval, its truncated variation at the level is the infimum of total variations of functions uniformly approximating …
math.PR2012
Pathwise stochastic integration with finite variation processes uniformly approximating càdlàg processes
Rafał M. Łochowski
For any real-valued stochastic process with cŕdlŕg paths we define non-empty family of processes which have locally finite total variation, have jumps of the same order as the…