Tail estimates for Markovian rough paths
Probability
2015-05-19 v2
Abstract
We work in the context of Markovian rough paths associated to a class of uniformly subelliptic Dirichlet forms [25] and prove a better-than-exponential tail estimate for the accummulated 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 Chevyrev and Lyons in [18].
Keywords
Cite
@article{arxiv.1411.5189,
title = {Tail estimates for Markovian rough paths},
author = {Thomas Cass and Marcel Ogrodnik},
journal= {arXiv preprint arXiv:1411.5189},
year = {2015}
}