{"title":"马尔可夫粗糙路径的尾部估计","authors":"T. Cass, M. Ogrodnik","doi":"10.1214/16-AOP1117","DOIUrl":null,"url":null,"abstract":"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].","PeriodicalId":50763,"journal":{"name":"Annals of Probability","volume":null,"pages":null},"PeriodicalIF":2.1000,"publicationDate":"2014-11-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1214/16-AOP1117","citationCount":"11","resultStr":"{\"title\":\"Tail estimates for Markovian rough paths\",\"authors\":\"T. Cass, M. Ogrodnik\",\"doi\":\"10.1214/16-AOP1117\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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].\",\"PeriodicalId\":50763,\"journal\":{\"name\":\"Annals of Probability\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":2.1000,\"publicationDate\":\"2014-11-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1214/16-AOP1117\",\"citationCount\":\"11\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Annals of Probability\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1214/16-AOP1117\",\"RegionNum\":1,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annals of Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/16-AOP1117","RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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].
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.
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