Small ball estimates in \(p\)-variation for stable processes

DOI10.1007/s10959-004-0586-xzbMath1074.60055OpenAlexW2061209367MaRDI QIDQ1770905

Thomas Simon

Publication date: 7 April 2005

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-004-0586-x

zbMATH Keywords

subordination\(p\)-variationsmall ball probabilitiesHölder semi-norm

Mathematics Subject Classification ID

Stable stochastic processes (60G52)

Related Items (3)

Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery ⋮ Chung's law for homogeneous Brownian functionals ⋮ On the roughness of the paths of RBM in a wedge

Cites Work

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• On the First Exit Time of a Completely Asymmetric Stable Process from a Finite Interval
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• The Asymptotic Distribution of the Range of Sums of Independent Random Variables

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