Optimization of joint \(p\)-variations of Brownian semimartingales

DOI10.1214/ECP.v19-2975zbMath1333.60081MaRDI QIDQ457782

Emmanuel Gobet, Nicolas Landon

Publication date: 29 September 2014

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

zbMATH Keywords

almost sure convergence; \(p\)-variations; Brownian semimartingales; optimal stopping times

Mathematics Subject Classification ID

60F15: Strong limit theorems

60J65: Brownian motion

60G48: Generalizations of martingales

60G40: Stopping times; optimal stopping problems; gambling theory

60G17: Sample path properties

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