Rough path properties for local time of symmetric α stable process

In this paper, we first prove that the local time associated with symmetric α-stable processes is of bounded p-variation for any View the MathML source partly based on Barlow’s estimation of the modulus of the local time of such processes. The fact that the local time is of bounded p-variation for a...

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Bibliographic Details

Main Authors:	Qingfeng Wang, Huaizhong Zhao
Format:	Default Article
Published:	2017
Subjects:	Statistics not elsewhere classified Other mathematical sciences not elsewhere classified Young integral Rough path Local time p-variation α-stable processes Ito’s formula Statistics Mathematical Sciences not elsewhere classified
Online Access:	https://hdl.handle.net/2134/24537
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