Optimization of joint p-variations of Brownian semimartingales

DOI10.1214/ECP.V19-2975zbMATH Open1333.60081OpenAlexW2147062366MaRDI QIDQ457782FDOQ457782

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

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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)

Cited In (1)

• Optimal discretization of stochastic integrals driven by general Brownian semimartingale

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