• DocumentCode
    2852189
  • Title

    The quadratic variation of brownian motion and its properties

  • Author

    Deng, Hua ; Li, Juncheng ; Liao, Xiaolian

  • Author_Institution
    Dept. of Math., Hunan Inst. of Humanities, Sci. & Technol., Loudi, China
  • fYear
    2012
  • fDate
    24-27 June 2012
  • Firstpage
    525
  • Lastpage
    527
  • Abstract
    In order to research the quadratic variation better which widely used in Itô Formula and stochastic integral, the convergence of quadratic variation for classical function and Brownian motion has been proved in turn. By introducing Brownian motion and using its properties the quadratic variation of Brownian motion can be estimated. Based on the above comparisons and analyses, a dramatically different result is obtained.
  • Keywords
    Brownian motion; stochastic processes; Brownian motion quadratic variation; Ito formula; classical function; stochastic integral; Convergence; Brownian motion; convergence; quadratic variation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Electrical & Electronics Engineering (EEESYM), 2012 IEEE Symposium on
  • Conference_Location
    Kuala Lumpur
  • Print_ISBN
    978-1-4673-2363-5
  • Type

    conf

  • DOI
    10.1109/EEESym.2012.6258709
  • Filename
    6258709
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2852189