메뉴 건너뛰기




Volumn 43, Issue 3, 2003, Pages 523-565

Small deviations in p-variation for multidimensional Lévy processes

Author keywords

[No Author keywords available]

Indexed keywords


EID: 1942508050     PISSN: 0023608X     EISSN: None     Source Type: Journal    
DOI: 10.1215/kjm/1250283694     Document Type: Article
Times cited : (11)

References (36)
  • 1
    • 21144470601 scopus 로고
    • Some exact equivalents for the Brownian motion in Hölder norm
    • P. Baldi and B. Roynette, Some exact equivalents for the Brownian motion in Hölder norm. Probab. Theory Related Fields 93-4 (1992), 457-484.
    • (1992) Probab. Theory Related Fields , vol.93 , Issue.4 , pp. 457-484
    • Roynette, P.1    Baldi, B.2
  • 3
    • 0003975247 scopus 로고    scopus 로고
    • Cambridge University Press, Cambridge
    • J. Bertoin, Lévy processes, Cambridge University Press, Cambridge, 1996.
    • (1996) Lévy Processes
    • Bertoin, J.1
  • 4
    • 1942512915 scopus 로고
    • p-variation de fonctions aléatoires I et II
    • Springer, Berlin
    • J. Bretagnolle, p-variation de fonctions aléatoires I et II, In: Sém. Prob. VI, Springer, Berlin, 1971, pp. 51-71.
    • (1971) Sém. Prob. , vol.6 , pp. 51-71
    • Bretagnolle, J.1
  • 5
    • 22044432655 scopus 로고    scopus 로고
    • On maps of bounded p-variation with p > 1
    • V. V. Chistyakov and O. E. Galkin, On maps of bounded p-variation with p > 1, Positivity 2-1 (1998), 19-45.
    • (1998) Positivity , vol.2 , Issue.1 , pp. 19-45
    • Chistyakov, V.V.1    Galkin, O.E.2
  • 6
    • 0003935704 scopus 로고    scopus 로고
    • An introduction to p-variation and Young integrals. With emphasis on sample functions of stochastic processes
    • Univ. of Aarhus
    • R. M. Dudley and R. Norvaiša, An introduction to p-variation and Young integrals. With emphasis on sample functions of stochastic processes, MaPhySto Lectures Notes 1, Univ. of Aarhus, 1998.
    • (1998) MaPhySto Lectures Notes , vol.1
    • Dudley, R.M.1    Norvaiša, R.2
  • 8
    • 84972557861 scopus 로고
    • Strong variation for the sample function of a stable process
    • B. E. Fristedt and S. J. Taylor, Strong variation for the sample function of a stable process, Duke Math. J. 40-1 (1973), 259-278.
    • (1973) Duke Math. J. , vol.40 , Issue.1 , pp. 259-278
    • Fristedt, B.E.1    Taylor, S.J.2
  • 9
    • 0001941419 scopus 로고
    • Stochastic differential equations of jump type on manifolds and Lévy flows
    • T. Fujiwara, Stochastic differential equations of jump type on manifolds and Lévy flows, J. Math. Kyoto Univ. 31-1 (1991), 99-119.
    • (1991) J. Math. Kyoto Univ. , vol.31 , Issue.1 , pp. 99-119
    • Fujiwara, T.1
  • 10
    • 84992255817 scopus 로고    scopus 로고
    • Canonical stochastic differential equations based on semimartingales with spatial parameters I and II
    • T. Fujiwara and H. Kunita, Canonical stochastic differential equations based on semimartingales with spatial parameters I and II, Kyushu J. Math. 53 (1999), 265-331.
    • (1999) Kyushu J. Math. , vol.53 , pp. 265-331
    • Fujiwara, T.1    Kunita, H.2
  • 11
    • 33747290552 scopus 로고    scopus 로고
    • Existence of the density for a singular jump process and its short time properties
    • Y. Ishikawa, Existence of the density for a singular jump process and its short time properties, Kyushu J. Math. 55 (2001), 267-299.
    • (2001) Kyushu J. Math. , vol.55 , pp. 267-299
    • Ishikawa, Y.1
  • 14
    • 0003983429 scopus 로고    scopus 로고
    • Stochastic differential equations with jumps and stochastic flows of diffeomorphisms
    • Springer, Berlin
    • _, Stochastic differential equations with jumps and stochastic flows of diffeomorphisms, In: Ikeda et al., (ed.), Itô's stochastic calculus and probability theory, Springer, Berlin, 1996, pp. 197-211.
    • (1996) Itô's Stochastic Calculus and Probability Theory , pp. 197-211
    • Ikeda1
  • 15
    • 3042526544 scopus 로고    scopus 로고
    • Canonical stochastic differential equations based on Lévy processes and their supports
    • Springer, New York
    • _, Canonical stochastic differential equations based on Lévy processes and their supports, In: Crauel et al., (ed.), Stochastic dynamics, Springer, New York, 1999, pp. 283-304.
    • (1999) Stochastic Dynamics , pp. 283-304
    • Crauel1
  • 16
    • 0000005137 scopus 로고
    • Stratonovich stochastic differential equations driven by general semimartingales
    • T. G. Kurtz, E. Pardoux and Ph. Protter, Stratonovich stochastic differential equations driven by general semimartingales, Ann. Inst. H. Poincaré Prob. Statist. 31 (1995), 351-377.
    • (1995) Ann. Inst. H. Poincaré Prob. Statist. , vol.31 , pp. 351-377
    • Kurtz, T.G.1    Pardoux, E.2    Protter, Ph.3
  • 17
    • 0036887749 scopus 로고    scopus 로고
    • Large deviations and support theorem for diffusion processes via rough paths
    • M. Ledoux, Z. Qian and T. Zhang, Large deviations and support theorem for diffusion processes via rough paths, Stochastic Process. Appl. 102-2 (2002), 265-283.
    • (2002) Stochastic Process. Appl. , vol.102 , Issue.2 , pp. 265-283
    • Ledoux, M.1    Qian, Z.2    Zhang, T.3
  • 19
    • 0000144882 scopus 로고
    • Differential equations driven by rough signals (I): An extension of an inequality of L. C. Young
    • T. J. Lyons, Differential equations driven by rough signals (I): An extension of an inequality of L. C. Young, Math. Res. Lett. 1-4 (1994), 451-464.
    • (1994) Math. Res. Lett. , vol.1 , Issue.4 , pp. 451-464
    • Lyons, T.J.1
  • 20
    • 0032347402 scopus 로고    scopus 로고
    • Differential equations driven by rough signals
    • _, Differential equations driven by rough signals, Rev. Mat. Iberoamericana 14-2 (1999), 215-310.
    • (1999) Rev. Mat. Iberoamericana , vol.14 , Issue.2 , pp. 215-310
  • 21
    • 0019441612 scopus 로고
    • Modelling and approximation of stochastic differential equations driven by semi-martingales
    • S. I. Marcus, Modelling and approximation of stochastic differential equations driven by semi-martingales, Stochastics 4 (1981), 223-245.
    • (1981) Stochastics , vol.4 , pp. 223-245
    • Marcus, S.I.1
  • 23
    • 0347510249 scopus 로고
    • Support of convolution semi-groups and densities
    • Heyer (ed.), World Scientific Publishing, River Edge
    • M. J. Sharpe, Support of convolution semi-groups and densities, In: Heyer (ed.), Probability measures on groups and related structures XI, World Scientific Publishing, River Edge, 1995, pp. 364-369.
    • (1995) Probability Measures on Groups and Related Structures XI , pp. 364-369
    • Sharpe, M.J.1
  • 24
    • 0005419825 scopus 로고    scopus 로고
    • Support theorem for jump processes
    • T. Simon, Support theorem for jump processes, Stochastic Process. Appl. 89-1 (2000), 1-30.
    • (2000) Stochastic Process. Appl. , vol.89 , Issue.1 , pp. 1-30
    • Simon, T.1
  • 25
    • 1942448523 scopus 로고    scopus 로고
    • Support of a Marcus equation in dimension 1
    • T. Simon, Support of a Marcus equation in dimension 1, Electron. Comm. Probab. 5 (2000), 149-157.
    • (2000) Electron. Comm. Probab. , vol.5 , pp. 149-157
    • Simon, T.1
  • 26
    • 0035587796 scopus 로고    scopus 로고
    • Sur les petites déviations d'un processus de Lévy
    • _, Sur les petites déviations d'un processus de Lévy, Potential Anal. 14-2 (2001), 155-173.
    • (2001) Potential Anal. , vol.14 , Issue.2 , pp. 155-173
  • 27
    • 1942512912 scopus 로고    scopus 로고
    • Support d'une équation d'Itô en dimension 1
    • _, Support d'une équation d'Itô en dimension 1, Sém. Prob. 36 (2002), 314-330.
    • (2002) Sém. Prob. , vol.36 , pp. 314-330
  • 28
    • 85039514626 scopus 로고    scopus 로고
    • Small ball estimates in p-variation for stable processes
    • Submitted to
    • _, Small ball estimates in p-variation for stable processes, Submitted to Journal of Theoretical Probability, 2003.
    • (2003) Journal of Theoretical Probability
  • 29
    • 0010266712 scopus 로고
    • Une méthode élémentaire pour l'évaluation de petites boules browniennes
    • W. Stolz, Une méthode élémentaire pour l'évaluation de petites boules browniennes, C. R. Acad. Sci. Paris Sér. I 316-11 (1993), 1217-1220.
    • (1993) C. R. Acad. Sci. Paris Sér. I , vol.316 , Issue.11 , pp. 1217-1220
    • Stolz, W.1
  • 30
    • 0000395295 scopus 로고
    • On the support of diffusion processes with applications to the strong maximum principle
    • Univ. California Press, Berkeley
    • D. W. Stroock and S. R. S. Varadhan, On the support of diffusion processes with applications to the strong maximum principle, In: Proc. 6th Berkeley Symp. Math. Stat. Prob. III, Univ. California Press, Berkeley, 1972, pp. 333-359.
    • (1972) Proc. 6th Berkeley Symp. Math. Stat. Prob. , vol.3 , pp. 333-359
    • Stroock, D.W.1    Varadhan, S.R.S.2
  • 31
    • 0002801174 scopus 로고
    • On the gap between deterministic and stochastic ordinary differential equations
    • H. J. Sussmann, On the gap between deterministic and stochastic ordinary differential equations, Ann. Probab. 6 (1978), 19-41.
    • (1978) Ann. Probab. , vol.6 , pp. 19-41
    • Sussmann, H.J.1
  • 32
    • 0001299350 scopus 로고
    • Sample path properties of a transient stable process
    • S. J. Taylor, Sample path properties of a transient stable process, J. Math. Mech. 16 (1967), 1229-1246.
    • (1967) J. Math. Mech. , vol.16 , pp. 1229-1246
    • Taylor, S.J.1
  • 33
    • 84972573578 scopus 로고
    • Exact asymptotic estimates of Brownian path variation
    • _, Exact asymptotic estimates of Brownian path variation, Duke Math. J. 39-1 (1972), 219-241.
    • (1972) Duke Math. J. , vol.39 , Issue.1 , pp. 219-241
  • 34
    • 0009229132 scopus 로고
    • Le support des lois indéfiniment divisibles dans un groupe Abélien localement compact
    • A. Tortrat, Le support des lois indéfiniment divisibles dans un groupe Abélien localement compact, Math. Z. 197 (1988), 231-250.
    • (1988) Math. Z. , vol.197 , pp. 231-250
    • Tortrat, A.1
  • 36
    • 0040433361 scopus 로고    scopus 로고
    • Path-wise solutions of stochastic differential equations driven by Lévy processes
    • _, Path-wise solutions of stochastic differential equations driven by Lévy processes, Rev. Mat. Iberoamericana 17-2 (2001), 295-329.
    • (2001) Rev. Mat. Iberoamericana , vol.17 , Issue.2 , pp. 295-329


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.