Computation of p-variation

被引：0
|
作者：
Vygantas Butkus
Rimas Norvaiša
机构：
[1] Vilnius University,Faculty of Mathematics and Informatics
来源：
Lithuanian Mathematical Journal | 2018年 / 58卷
关键词：
p-variation; computation; piecewise monotone function; 26A45;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
A code for computing the p-variation of a piecewise monotone function is introduced. The code is publicly available in the R environment package under the name pvar. The algorithm is based on some properties of the p-variation of a piecewise monotone function proved in this paper. The mathematical results may have their own interest.
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页码：360 / 378
页数：18
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