Dictionary

semivariation en · NOUN

Etymology

From semi- + variation.

Meanings

1. Variation that only considers certain parts of a function or a stochastic process, typically focusing on only the positive or only the negative changes rather than all changes.
   • These variations and semivariations are essential for integral representations of various processes and their classifications […] 2021, Yuichiro Kakihara, Hilbert And Banach Space-valued Stochastic Processes, page 57:
   • A semivariation of vector measure μ on a measurable set A is the quantity […] 1998, Quaestiones Mathematicae: Journal of the South African Mathematical Society, page 62:
   • A semivariation may be finite in the case of infinite variation of η, which is defined by the formula […] 2010, Vladimir Igorevich Bogachev, Differentiable Measures and the Malliavin Calculus, page 195:

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