Integrability and concentration of the truncated variation for the sample paths of fractional Brownian motions, diffusions and Lévy processes (Q2345128)

Let \(X(t),\,t\in T\), be a stochastic process with increments controlled by an Orlicz function subject to certain convexity and boundedness conditions. The authors prove results on exponential integrability and concentration properties for truncated versions \(\mathrm{TV}^c(f,[a,b])\) of these processes, where \(f\) is càdlàg on a compact interval. The main focus is on fractional Browninan motions, diffusions and Lévy processes.