Exact asymptotic estimates of Brownian path variation

Cited In (28)

\(p\)-variation of strong Markov processes.
A law of iterated logarithm for the subfractional Brownian motion and an application
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
Rough semimartingales and \(p\)-variation estimates for martingale transforms
Speed of convergence of classical empirical processes in \(p\)-variation norm
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
Uniform variation results for Brownian motion
Quadratic variation along refining partitions: constructions and examples
Continuous-time trading and the emergence of probability
On a limit theorem for variation of brownian motion in banach spaces
Pathwise stochastic calculus with local times
Generalised arc length for brownian motion and L�vy processes
\(\Phi \)-variation of a bifractional Brownian motion
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
Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity
Rough paths in idealized financial markets
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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