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单词 FiniteVariationProcess
释义

finite variation process


In the theory of stochastic processesMathworldPlanetmath, the term finite-variation process is used to refer to a process Xt whose paths are right-continuous and have finite total variationMathworldPlanetmathPlanetmath over every compact time interval, with probability one. See, for example, the Poisson processMathworldPlanetmath.

It can be shown that any function on the real numbers with finite total variation has left and right limits everywhere. Consequently, finite variation processes are always cadlag.

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更新时间:2025/5/4 15:02:32