La variation d'ordre p des semi-martingales

DOI10.1007/BF00532696zbMATH Open0325.60047OpenAlexW2078012491MaRDI QIDQ4089592FDOQ4089592

Authors: Dominique Lépingle 

Publication date: 1976

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532696

Cites Work

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Cited In (only showing first 100 items - show all)

• Vector valued \(q\)-variation for differential operators and semigroups. I
• On the rate of convergence of the diffusion approximations
• Strong variational and jump inequalities in harmonic analysis
• 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
• 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
• Sur la variation quadratique de certaines mesures vectorielles
• Weighted variation inequalities for differential operators and singular integrals in higher dimensions
• Inference in Lévy-type stochastic volatility models
• Asymptotic inference about predictive accuracy using high frequency data
• Hausdorff dimension of the range and the graph of stable-like processes
• 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
• Vector-valued \(q\)-variational inequalities for averaging operators and the Hilbert transform
• On tightness of solutions of stochastic integral equations driven by \(p\)-semimartingales
• A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes
• Limit theorems for functionals of higher order differences of Brownian semi-stationary processes
• Dimension-free estimates for the vector-valued variational operators
• \(L^p\)-boundedness properties of variation operators in the Schrödinger setting
• Testing for diffusion in a discretely observed semimartingale
• Power variation from second order differences for pure jump semimartingales
• Energy solutions of KPZ are unique
• Variation inequalities for the Fejér and Poisson kernels
• Title not available (Why is that?)
• Strong \(q\)-variation inequalities for analytic semigroups
• On some maximal multipliers in \(L^p\)
• Maximal operators, Littlewood-Paley functions and variation operators associated with nonsymmetric Ornstein-Uhlenbeck operators
• Weighted variation inequalities for differential operators and singular integrals
• 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
• Central limit theorems for power variation of Gaussian integral processes with jumps
• Variation operators for singular integrals and their commutators on weighted Morrey spaces and Sobolev spaces
• The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.
• Variation and oscillation operators on weighted Morrey–Campanato spaces in the Schrödinger setting
• Vector valued \(q\)-variation for ergodic averages and analytic semigroups
• Asymptotic properties of power variations of Lévy processes
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• Limit theorems for power variations of pure-jump processes with application to activity estima\-tion
• The \(p\)-variation of partial sum processes and the empirical process
• Jump and variational inequalities for rough operators
• Variation operators for semigroups associated with Fourier-Bessel expansions
• Some remarks on oscillation inequalities
• Operators related to truncated Hilbert transforms on \(H^1\)
• \(\ell ^p\left(\mathbb {Z}^d\right)\)-estimates for discrete operators of Radon type: variational estimates
• Rough paths in idealized financial markets
• Convergence of some random functionals of discretized semimartingales
• Weighted bounds for variational Walsh-Fourier series
• Variational estimates for the bilinear iterated Fourier integral
• Estimation of the Hurst parameter in the simultaneous presence of jumps and noise
• Polynomial averages and pointwise ergodic theorems on nilpotent groups
• Estimation of the instantaneous volatility
• Weighted variation inequalities for singular integrals and commutators
• Weighted jump and variational inequalities for rough operators
• Spectral characterization of the optimal quadratic variation process
• Canonical RDEs and general semimartingales as rough paths
• Weighted and vector-valued variational estimates for ergodic averages
• Activity signature functions for high-frequency data analysis
• Variational characterization of H^p
• Paraproducts for bilinear multipliers associated with convex sets
• Breaking the duality in the return times theorem
• Variational bounds for a dyadic model of the bilinear Hilbert transform
• Rate of convergence in the functional central limit theorem for semimartingales
• VARIATIONAL INEQUALITIES FOR BILINEAR AVERAGES
• Power variation of fractional integral processes with jumps
• A noncommutative weak type \((1,1)\) estimate for a square function from ergodic theory
• Endpoint estimates of variation and oscillation operators associated with \(Z^\lambda\) functions
• Superdiffusive limits for deterministic fast-slow dynamical systems
• Quantitative weighted bounds for variation operators associated with heat semigroups in the Schrödinger setting
• 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
• Power variation for Itô integrals with respect to \(\alpha\)-stable processes
• Understanding limit theorems for semimartingales: a short survey
• Jump inequalities via real interpolation
• Jump and variational inequalities for hypersingular integrals with rough kernels
• Variational estimates for martingale paraproducts
• Weighted jump and variational inequalities for hypersingular integrals with rough kernels
• Multi-scale sparse domination
• Examples of Itô càdlàg rough paths
• Oscillation inequalities in ergodic theory and analysis: one-parameter and multi-parameter perspectives
• Almost sure diffusion approximation in averaging via rough paths theory
• Variation of Calderón–Zygmund operators with matrix weight
• Boundedness of variation operators associated with the heat semigroup generated by high order Schrödinger type operators
• A càdlàg rough path foundation for robust finance
• Variation operators associated with the semigroups generated by Schrödinger operators with inverse square potentials
• Variation operators for commutators of rough singular integrals on weighted Morrey spaces
• $L^p$ estimates for the variation for singular integrals on uniformly rectifiable sets
• Intrinsic area near the origin for self-similar growth-fragmentations and related random surfaces
• A variational restriction theorem
• Variation bounds for spherical averages
• Generalized Orlicz-type slice spaces, extrapolation and applications
• Oscillation and jump inequalities for the polynomial ergodic averages along multi-dimensional subsets of primes

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