"The Quadratic Variation of Brownian Motion on a Time Scale." by David E. Grow

Selected Works of David E. Grow

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The Quadratic Variation of Brownian Motion on a Time Scale.

Statistics and Probability Letters

David E. Grow, Missouri University of Science and Technology
Suman Sanyal

Link

Editor(s)

Koul, H. L. (Hira L.) and Xiao, Y.

Abstract

The quadratic variation of a Brownian motion indexed by a nonempty closed subset of the reals, i.e. a time scale, is investigated and examples are given for various time scales to illustrate the result.

Department(s)

Mathematics and Statistics

Keywords and Phrases

Brownian Motion,
Time Scales,
Quadratic Variation,
Stochastic Dynamic Equations

Document Type

Article - Journal

Document Version

Citation

File Type

text

Language(s)

English

Rights

Publication Date

1-1-2012

Publication Date

01 Jan 2012

Disciplines

Citation Information

David E. Grow and Suman Sanyal. "The Quadratic Variation of Brownian Motion on a Time Scale." Statistics and Probability Letters (2012) ISSN: 0167-7152
Available at: http://works.bepress.com/david-grow/9/