Abstract
In the first part of this paper we prove that if X is a measurable process then its variation is a random variable. In the second part we study the case of progressive, optional or predictable processes. At the end we study some examples. In particular we prove that f(B) is of bounded variation, where B is a brownian motion, if and only if f is constant.
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References
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© 1983 Springer-Verlag
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Aboulaich, R., Stricker, C. (1983). Variation des processus mesurables. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVII 1981/82. Lecture Notes in Mathematics, vol 986. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0068323
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DOI: https://doi.org/10.1007/BFb0068323
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