{
  "id": "1411.5189",
  "version": "v1",
  "published": "2014-11-19T11:43:08.000Z",
  "updated": "2014-11-19T11:43:08.000Z",
  "title": "Tail estimates for Markovian rough paths",
  "authors": [
    "Thomas Cass",
    "Marcel Ogrodnik"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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].",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-11-19T11:43:08.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "tail estimates",
      "accummulated local p-variation functional",
      "uniformly subelliptic dirichlet forms",
      "almost-gaussian tail-estimate",
      "markovian rough paths"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1411.5189C"
    }
  }
}