On almost sure convergence of quadratic Brownian variation

DOI10.1214/aop/1176996675zbMath0285.60065OpenAlexW1990614917MaRDI QIDQ1845442

Wenceslas 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

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

Related Items (12)

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

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