\(p\)-variation of strong Markov processes.
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Publication:1879814
DOI10.1214/009117904000000423zbMath1052.60058arXivmath/0410106OpenAlexW1503596345MaRDI QIDQ1879814
Publication date: 15 September 2004
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0410106
Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17) Transition functions, generators and resolvents (60J35)
Related Items (9)
Random walks and Lévy processes as rough paths ⋮ Maximal inequalities and some applications ⋮ Rough semimartingales and \(p\)-variation estimates for martingale transforms ⋮ From Markov processes to semimartingales ⋮ Differential equations driven by rough paths with jumps ⋮ Rough functions: \(p\)-variation, calculus, and index estimation ⋮ Uniform dimension results for a family of Markov processes ⋮ First order \(p\)-variations and Besov spaces ⋮ Lower bounds of the Hausdorff dimension for the images of Feller processes
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