Variation analysis of semi-canonical process

  • Authors:
  • Yuan Gao

  • Affiliations:
  • -

  • Venue:
  • Mathematical and Computer Modelling: An International Journal
  • Year:
  • 2011

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Abstract

This paper proposes a new concept of a semi-canonical process. As an uncertain process, it is mainly proved that the total variation of a semi-canonical process is bounded almost surely, and the quadratic variation is 0 almost surely. Some other conclusions of variation are also given in this paper.