Exact asymptotic estimates of Brownian path variation

Cited in

(28)

A law of iterated logarithm for the subfractional Brownian motion and an application
\(p\)-variation of strong Markov processes.
A limit theorem for Bernoulli convolutions and the \(\Phi \)-variation of functions in the Takagi class
Quadratic variation and quadratic roughness
Regularity of irregularities on a Brownian path
Speed of convergence of classical empirical processes in p-variation norm
Rough semimartingales and \(p\)-variation estimates for martingale transforms
Law of the iterated logarithm for the quadratic variation of a Wiener process
Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift -- their characteristics and applications
Quadratic variation along refining partitions: constructions and examples
Uniform variation results for Brownian motion
Continuous-time trading and the emergence of probability
Pathwise stochastic calculus with local times
On a limit theorem for variation of brownian motion in banach spaces
-variation of a bifractional Brownian motion
Generalised arc length for brownian motion and L�vy processes
Weighted Lépingle inequality
An exact asymptotic for the square variation of partial sum processes
The asymptotic law of the local oscillation modulus of the empirical process
The \(p\)-variation of partial sum processes and the empirical process
Packing Measure, and its Evaluation for a Brownian Path
A generalized Fernique theorem and applications
Rough paths in idealized financial markets
Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity
Rough functions: \(p\)-variation, calculus, and index estimation
How long does it take to see a flat Brownian path on the average?
Quadratic variation of the local time of a random walk
A Remark on the 1/H-Variation of the Fractional Brownian Motion

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