finite variation process
In the theory of stochastic processes, the term finite-variation process is used to refer to a process whose paths are right-continuous and have finite total variation over every compact time interval, with probability one. See, for example, the Poisson process.
|Title||finite variation process|
|Date of creation||2013-03-22 18:36:41|
|Last modified on||2013-03-22 18:36:41|
|Last modified by||gel (22282)|