Optimization of joint p-variations of Brownian semimartingales

DOI10.1214/ECP.V19-2975MaRDI QIDQ457782zbMATH OpenOpenAlexFDO

Authors Emmanuel Gobet, Nicolas Landon

Publication date 29 September 2014

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/ecp.v19-2975

zbMATH Keywords

almost sure convergence\(p\)-variationsBrownian semimartingalesoptimal stopping times

Mathematics Subject Classification ID

Brownian motion (60J65) Strong limit theorems (60F15) Generalizations of martingales (60G48) Sample path properties (60G17) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cited in

(1)

• Optimal discretization of stochastic integrals driven by general Brownian semimartingale

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