Concepedia

Path Variation

Path Variation is a mathematical construct in stochastic process theory that characterizes the total variation of sample paths of a Lévy process over a given time interval, distinguishing it by its role in classifying processes according to the regularity and accumulation properties of their jumps.

39

Publications

1.8K

Citations

79

Authors

48

Institutions

Publications per year

2017–2026

7

Parents

Publications

39

Revised Kubelka–Munk theory I Theory and application

Li Yang, Björn Kruse · Journal of the Optical Society of America A · 2004 · 407 citations

, , +14

Lévy walks and enhanced diffusion in Milan stock exchange

Rosario N. Mantegna · Physica A Statistical Mechanics and its Applications · 1991 · 193 citations

, , +15

The Distribution of the Quantile of a Brownian Motion with Drift and the Pricing of Related Path-Dependent Options

Angelos Dassios · The Annals of Applied Probability · 1995 · 105 citations · Full text

, , +11

Pricing Asian options in a semimartingale model

Jan Večeř, Mingxin Xu · Quantitative Finance · 2004 · 83 citations

, , +16

Measurement-Based Entanglement under Conditions of Extreme Photon Loss

Earl T. Campbell, Simon C. Benjamin · Physical Review Letters · 2008 · 80 citations · Full text

, , +16

1–5 of 39

Authors

79

  1. JY
    Jinfeng Yi

    Jingdong (China), China

    2 publications · 88 citations

    2

    h-index

  2. RL
    R. L. Lamberts

    Kodak (United States), United States

    2 publications · 46 citations

    2

    h-index

  3. JV
    Jan Večeř

    Charles University, Czechia

    2 publications · 140 citations

    2

    h-index

  4. XG
    Xu Gong

    Xiamen University, China

    2 publications · 78 citations

    2

    h-index

  5. RJ
    Rong Jin

    Michigan State University, United States

    2 publications · 88 citations

    2

    h-index

1–5 of 79

Institutions

48

  1. Tianjin University

    Tianjin, China

    2 h-index

    2 publications

    31 citations

  2. Columbia University

    New York, United States

    2 h-index

    2 publications

    140 citations

  3. University of Oxford

    Oxford, United Kingdom

    2 h-index

    4 publications

    198 citations

  4. Kodak (United States)

    Rochester, United States

    2 h-index

    2 publications

    46 citations

  5. Central South University

    Changsha, China

    2 h-index

    7 publications

    253 citations

  6. Carnegie Mellon University

    Pittsburgh, United States

    2 h-index

    2 publications

    140 citations

  7. Centro de Investigaciones en Optica

    León, Mexico

    1 h-index

    2 publications

    40 citations

  8. Rothamsted Research

    Harpenden, United Kingdom

    1 h-index

    1 publications

    16 citations

1–8 of 48

Venues

  1. Applied Optics

    2 publications · 51 citations

    2

    h-index

  2. Quantitative Finance

    2 publications · 140 citations

    2

    h-index

  3. arXiv (Cornell University)

    Repository · 2 publications · 88 citations

    2

    h-index

  4. The Annals of Applied Probability

    2 publications · 139 citations

    2

    h-index

  5. 2

    h-index

1–5