Optimization of joint \(p\)-variations of Brownian semimartingales
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Publication:457782
DOI10.1214/ECP.v19-2975zbMath1333.60081MaRDI QIDQ457782
Nicolas Landon, Emmanuel Gobet
Publication date: 29 September 2014
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/ecp.v19-2975
60F15: Strong limit theorems
60J65: Brownian motion
60G48: Generalizations of martingales
60G40: Stopping times; optimal stopping problems; gambling theory
60G17: Sample path properties
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