Revista de Matemática: Teoría y Aplicaciones ISSN Impreso: 1409-2433 ISSN electrónico: 2215-3373

OAI: https://revistas.ucr.ac.cr/index.php/matematica/oai
A dichotomous property of the total variation of a process with independent increments
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Keywords

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

How to Cite

Lobo Segura, J. (2000). A dichotomous property of the total variation of a process with independent increments. Revista De Matemática: Teoría Y Aplicaciones, 7(1-2), 143–152. https://doi.org/10.15517/rmta.v7i1-2.186

Abstract

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.


https://doi.org/10.15517/rmta.v7i1-2.186
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