La variation d'ordre p des semi-martingales
From MaRDI portal
Publication:4089592
Cites work
- scientific article; zbMATH DE number 3159046 (Why is no real title available?)
- scientific article; zbMATH DE number 3511338 (Why is no real title available?)
- scientific article; zbMATH DE number 3583004 (Why is no real title available?)
- scientific article; zbMATH DE number 3284858 (Why is no real title available?)
- scientific article; zbMATH DE number 3334738 (Why is no real title available?)
- scientific article; zbMATH DE number 3400258 (Why is no real title available?)
- scientific article; zbMATH DE number 3413616 (Why is no real title available?)
- scientific article; zbMATH DE number 3418440 (Why is no real title available?)
- A Limit Theorem for a Function of the Increments of a Decomposable Process
- Almost sure convergence of the quadratic variation of martingales: A counterexample
- Distribution function inequalities for martingales
- Maximal inequalities as necessary conditions for almost everywhere convergence
- On Embedding Right Continuous Martingales in Brownian Motion
- On the $\gamma$-Variation of Processes with Stationary Independent Increments
- Path behavior of processes with stationary independent increments
- Path properties of processes with independent and interchangeable increments
- Quelques inégalités concernant les martingales
- Some Theorems on Stable Processes
- Séminaire de probabilités VI. Université de Strasbourg. (Seminar of probabilities VI)
- Variation Quadratique Des Martingales Continues a Droite
Cited in
(only showing first 100 items - show all)- Estimation of the Hurst parameter in the simultaneous presence of jumps and noise
- Polynomial averages and pointwise ergodic theorems on nilpotent groups
- Bounded Bessel-type operators on \(\mathrm{BMO}^2_{\alpha}(\mathbb{R}_+)\)
- Simplified stochastic calculus via semimartingale representations
- Weighted variation inequalities for singular integrals and commutators
- Spectral characterization of the optimal quadratic variation process
- Weighted jump and variational inequalities for rough operators
- Canonical RDEs and general semimartingales as rough paths
- Examples of Itô Càdlàg rough paths
- The maximal function and conditional square function control the variation: an elementary proof
- A central limit theorem for the realised covariation of a bivariate Brownian semistationary process
- Weighted variational inequalities for singular integrals on spaces of homogeneous type
- Activity signature functions for high-frequency data analysis
- Weighted and vector-valued variational estimates for ergodic averages
- Breaking the duality in the return times theorem
- Paraproducts for bilinear multipliers associated with convex sets
- Variational bounds for a dyadic model of the bilinear Hilbert transform
- Rate of convergence in the functional central limit theorem for semimartingales
- Power variation of fractional integral processes with jumps
- A noncommutative weak type \((1,1)\) estimate for a square function from ergodic theory
- VARIATIONAL INEQUALITIES FOR BILINEAR AVERAGES
- On the rate of convergence of the diffusion approximations
- Superdiffusive limits for deterministic fast-slow dynamical systems
- Vector valued \(q\)-variation for differential operators and semigroups. I
- Endpoint estimates of variation and oscillation operators associated with \(Z^\lambda\) functions
- Quantitative weighted bounds for variation operators associated with heat semigroups in the Schrödinger setting
- Strong variational and jump inequalities in harmonic analysis
- Variational inequalities for the commutators of rough operators with BMO functions
- Quantitative weighted bounds for the \(q\)-variation of singular integrals with rough kernels
- Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations
- Boundedness of operators on weighted Morrey-Campanato spaces in the Bessel setting
- On the variation operator for the Ornstein-Uhlenbeck semigroup in dimension one
- Variation inequalities for Riesz transforms and Poisson semigroups associated with Laguerre polynomial expansions
- Hypersingular integrals in integral equations and inequalities: fundamental review study
- Variational characterizations of weighted Hardy spaces and weighted \(BMO\) spaces
- Rough semimartingales and \(p\)-variation estimates for martingale transforms
- Variation for singular integrals on Lipschitz graphs: \(L^{p}\) and endpoint estimates
- The \(L^2\)-boundedness of the variational Calderón-Zygmund operators
- Jump inequalities via real interpolation
- Power variation for Itô integrals with respect to \(\alpha\)-stable processes
- Understanding limit theorems for semimartingales: a short survey
- On the compactness of oscillation and variation of commutators
- Asymptotic properties of realized power variations and related functionals of semimartingales
- Testing for jumps in a discretely observed process
- Weighted variation inequalities for differential operators and singular integrals in higher dimensions
- Sur la variation quadratique de certaines mesures vectorielles
- Inference in Lévy-type stochastic volatility models
- Jump and variational inequalities for hypersingular integrals with rough kernels
- Asymptotic inference about predictive accuracy using high frequency data
- Variational estimates for martingale paraproducts
- Hausdorff dimension of the range and the graph of stable-like processes
- Variational characterization of \(H^p\)
- Weighted jump and variational inequalities for hypersingular integrals with rough kernels
- Continuous-time trading and the emergence of probability
- Variation for the Riesz transform and uniform rectifiability
- The strong p-variation of martingales and orthogonal series
- On tightness of solutions of stochastic integral equations driven by p-semimartingales
- Vector-valued q-variational inequalities for averaging operators and the Hilbert transform
- Limit theorems for functionals of higher order differences of Brownian semi-stationary processes
- A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes
- Multi-scale sparse domination
- \(L^p\)-boundedness properties of variation operators in the Schrödinger setting
- Dimension-free estimates for the vector-valued variational operators
- Oscillation inequalities in ergodic theory and analysis: one-parameter and multi-parameter perspectives
- Testing for diffusion in a discretely observed semimartingale
- Boundedness of variation operators associated with the heat semigroup generated by high order Schrödinger type operators
- Power variation from second order differences for pure jump semimartingales
- Energy solutions of KPZ are unique
- Almost sure diffusion approximation in averaging via rough paths theory
- Variation of Calderón–Zygmund operators with matrix weight
- A càdlàg rough path foundation for robust finance
- Variation operators associated with the semigroups generated by Schrödinger operators with inverse square potentials
- On some maximal multipliers in \(L^p\)
- Variation operators for commutators of rough singular integrals on weighted Morrey spaces
- Strong \(q\)-variation inequalities for analytic semigroups
- Variation inequalities for the Fejér and Poisson kernels
- Intrinsic area near the origin for self-similar growth-fragmentations and related random surfaces
- scientific article; zbMATH DE number 7688195 (Why is no real title available?)
- A variational restriction theorem
- Weighted variation inequalities for differential operators and singular integrals
- Maximal operators, Littlewood-Paley functions and variation operators associated with nonsymmetric Ornstein-Uhlenbeck operators
- Variation bounds for spherical averages
- Generalized Orlicz-type slice spaces, extrapolation and applications
- Variation-based tests for volatility misspecification
- Variation inequalities for rough singular integrals and their commutators on Morrey spaces and Besov spaces
- Jump estimates for operators associated with polynomials
- Weighted Lépingle inequality
- Oscillation and jump inequalities for the polynomial ergodic averages along multi-dimensional subsets of primes
- Polynomial sequences in discrete nilpotent groups of step 2
- Central limit theorems for power variation of Gaussian integral processes with jumps
- Maximal, Littlewood-Paley, variation, and oscillation operators in the rational Dunkl setting
- Weighted variation inequalities for singular integrals and commutators in rearrangement invariant Banach and quasi-Banach spaces
- Variation operators for singular integrals and their commutators on weighted Morrey spaces and Sobolev spaces
- Bootstrap methods in bounding discrete Radon operators
- Weighted estimates and compactness of variation operators
- The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.
- Oscillation inequalities for Radon averages
- Variation and \(\lambda \)-jump inequalities on \(H^p\) spaces
- Variation and oscillation operators on weighted Morrey–Campanato spaces in the Schrödinger setting
- Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
This page was built for publication: La variation d'ordre p des semi-martingales
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4089592)