Small ball estimates in \(p\)-variation for stable processes
type: Item
instance of: scholarly article
title: Small ball estimates in \(p\)-variation for stable processes
zbMATH Open document ID: 1074.60055
author: Thomas Simon
published in: Journal of Theoretical Probability
publication date: 2005-04-07T00:00:00Z
review text: A general estimate is derived for the strong \(p\)-variation of a strictly stable process with index \(\alpha \in (0, 2)\). Several special cases are treated in detail, and four theorems are established. A few section headings may give an impression of the rich contents of the paper. 2.1: Strictly stable processes and their strong \(p\)-variation. 2.2: The case when \(| Z| \) is a subordinator or \(p \leq 1\). 2.3: The case when \(| Z| \) is not a subordinator and \(p > 1\). 6: General stable processes. 6.2: More on the small ball constant in the symmetric case. 6.3: Some other two-sided estimates in the symmetric case. 6.4: A lower estimate on the Hölder small ball constant for Brownian motion.
reviewed by: Rudolf Gorenflo
Mathematics Subject Classification ID: 60G52
zbMATH DE Number: 2153676
zbMATH Keywords: Hölder semi-norm
zbMATH Keywords: \(p\)-variation
zbMATH Keywords: small ball probabilities
zbMATH Keywords: subordination
MaRDI profile type: Publication
full work available at URL: s10959-004-0586-x
OpenAlex ID: W2061209367
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DOI: 10.1007/S10959-004-0586-X
description: scientific article; zbMATH DE number 2153676