On almost sure convergence of quadratic Brownian variation

DOI10.1214/AOP/1176996675MaRDI QIDQ1845442zbMATH OpenOpenAlexFDO

Authors W. Fernandez de la Vega

Publication date 1974

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176996675

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Gaussian processes (60G15) Brownian motion (60J65)

Cited in

(12)

• Bounded laws of the iterated logarithm for quadratic forms in Gaussian random variables
• Quadratic variation of the local time of a random walk
• Uniform quadratic variation for Gaussian processes
• Quadratic variation and quadratic roughness
• Quadratic variation along refining partitions: constructions and examples
• Weighted power variation of integrals with respect to a Gaussian process
• Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences
• The length of an SLE -- Monte Carlo studies
• On almost sure convergence of the quadratic variation of Brownian motion.
• Positive semidefinite integrated covariance estimation, factorizations and asynchronicity
• Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift -- their characteristics and applications
• Continuous-time trading and the emergence of probability

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