Date
Mon, 11 May 2015
15:45
Speaker
Marcel Ogrodnik
Organisation
Imperial College London

We work in the context of Markovian rough paths associated to a class of uniformly subelliptic Dirichlet forms and prove an almost-Gaussian tail-estimate for the accumulated local p-variation functional, which has been introduced and studied by Cass, Litterer and Lyons. We comment on the significance of these estimates to a range of currently-studied problems, including the recent results of Ni Hao, and Chevyrev and Lyons.

Please contact us with feedback and comments about this page. Last updated on 03 Apr 2022 01:32.