I am learning stochastic process for my research. However i am confused with the whole continuous - discontinuous thing.
The book im reading refers to something called the finite variation function, but i cant find much info on it on google. Does anyone know about this?
Also there is a small derivation
if we define a discontinuous part gd of g as gd(t)
and the continuous part gc or g by gc(t) = g(t) - gd(t). It is clear gd only changes by jumps.
What is meant by this?
thank you for any help, this forum is a gold mine