Small ball estimates in p-variation for stable processes
A general estimate is derived for the strong \(p\)-variation of a strictly stable process with index \(\alpha \in (0, 2)\). Several special cases are treated in detail, and four theorems are established. A few section headings may give an impression of the rich contents of the paper. 2.1: Strictly stable processes and their strong \(p\)-variation. 2.2: The case when \(| Z| \) is a subordinator or \(p \leq 1\). 2.3: The case when \(| Z| \) is not a subordinator and \(p > 1\). 6: General stable processes. 6.2: More on the small ball constant in the symmetric case. 6.3: Some other two-sided estimates in the symmetric case. 6.4: A lower estimate on the Hölder small ball constant for Brownian motion.
- \(p\)-variation of the local times of symmetric stable processes and of Gaussian processes with stationary increments
- Small ball estimates for Brownian motion and the Brownian sheet
- Small ball probabilities for stable convolutions
- scientific article; zbMATH DE number 125759
- Small deviations of stable processes via metric entropy
- Asymptotic behaviour of stable measures near the origin
- Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
- Gaussian processes: Inequalities, small ball probabilities and applications
- scientific article; zbMATH DE number 417293 (Why is no real title available?)
- scientific article; zbMATH DE number 1256059 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 3284809 (Why is no real title available?)
- On maps of bounded \(p\)-variation with \(p>1\)
- On the First Exit Time of a Completely Asymmetric Stable Process from a Finite Interval
- Small ball estimates for Brownian motion and the Brownian sheet
- Small deviations in p-variation for multidimensional Lévy processes
- Small Deviations in a Space of Trajectories
- Some exact equivalents for Brownian motion in Hölder norm
- Some Theorems on Stable Processes
- Strong variation for the sample functions of a stable process
- The Asymptotic Distribution of the Range of Sums of Independent Random Variables
- The variation of a stable path is stable
- Small deviations in p-variation for multidimensional Lévy processes
- Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery
- On the roughness of the paths of RBM in a wedge
- Small deviations for stable processes via compactness properties of the parameter set
- On the conditional small ball property of multivariate Lévy-driven moving average processes
- Small ball probabilities for stable convolutions
- Chung's law for homogeneous Brownian functionals
This page was built for publication: Small ball estimates in \(p\)-variation for stable processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1770905)
