semivariation

English

Etymology

From semi- +‎ variation.

Noun

semivariation (plural semivariations)

1. (mathematics) 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.
   • 1998, Quaestiones Mathematicae: Journal of the South African Mathematical Society, page 62:

     A semivariation of vector measure μ on a measurable set A is the quantity […]

   • 2010, Vladimir Igorevich Bogachev, Differentiable Measures and the Malliavin Calculus, page 195:

     A semivariation may be finite in the case of infinite variation of η, which is defined by the formula […]

   • 2021, Yuichiro Kakihara, Hilbert And Banach Space-valued Stochastic Processes, page 57:

     These variations and semivariations are essential for integral representations of various processes and their classifications […]