We prove that Dudley's condition for a.s. convergence of quadratic Brownian variation on a sequence of partitions of $\lbrack 0, 1 \rbrack$ is best possible for the case in which these partitions are restricted to consist of intervals.
Publié le : 1974-06-14
Classification:
Brownian motion,
white noise,
60J65,
60G15
@article{1176996675,
author = {de La Vega, W. Fernandez},
title = {On Almost Sure Convergence of Quadratic Brownian Variation},
journal = {Ann. Probab.},
volume = {2},
number = {6},
year = {1974},
pages = { 551-552},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996675}
}
de La Vega, W. Fernandez. On Almost Sure Convergence of Quadratic Brownian Variation. Ann. Probab., Tome 2 (1974) no. 6, pp. 551-552. http://gdmltest.u-ga.fr/item/1176996675/