Exact asymptotic estimates of Brownian path variation

DOI10.1215/S0012-7094-72-03928-2MaRDI QIDQ2553841zbMATH OpenFDO

Authors S. James Taylor

Publication date 1972

Published in Duke Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1215/S0012-7094-72-03928-2

Mathematics Subject Classification ID

Brownian motion (60J65) Markov processes (60J99)

Cited in

(30)

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

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