马尔可夫粗糙路径的尾部估计

IF 2.1 1区数学 Q1 STATISTICS & PROBABILITY

Annals of Probability Pub Date : 2014-11-19 DOI:10.1214/16-AOP1117

T. Cass, M. Ogrodnik

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引用次数: 11

摘要

我们在与一类一致亚椭圆狄利克雷形式([26])相关的马尔可夫粗糙路径的背景下工作，并证明了[17]中介绍和研究的累积局部p变分泛函的优于指数的尾部估计。我们评论了这些估计对一系列当前研究问题的重要性，包括你好[32]和Chevyrev和Lyons[18]的最新结果。

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Tail estimates for Markovian rough paths

We work in the context of Markovian rough paths associated to a class of uniformly subelliptic Dirichlet forms ([26]) and prove a better-than-exponential tail estimate for the accumulated local p-variation functional, which has been introduced and studied in [17]. We comment on the significance of these estimates to a range of currently-studied problems, including the recent results of Ni Hao [32], and Chevyrev and Lyons [18].

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来源期刊

Annals of Probability 数学-统计学与概率论

CiteScore

4.60

自引率

8.70%

发文量

审稿时长

6-12 weeks

期刊介绍： The Annals of Probability publishes research papers in modern probability theory, its relations to other areas of mathematics, and its applications in the physical and biological sciences. Emphasis is on importance, interest, and originality – formal novelty and correctness are not sufficient for publication. The Annals will also publish authoritative review papers and surveys of areas in vigorous development.