Tail estimates for Markovian rough paths

Thomas Cass, Marcel Ogrodnik

Published 2014-11-19Version 1

We work in the context of Markovian rough paths associated to a class of uniformly subelliptic Dirichlet forms [25] and prove an almost-Gaussian 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].