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Optional processes with non-exploding realized power variation along stopping times are làglàd

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	Optional processes with non-exploding realized power variation along stopping times are làglàd
2.	Creator	Author's name, affiliation, country	Christoph Kühn; Goethe-University Frankfurt
2.	Creator	Author's name, affiliation, country	Marc Teusch; Deloitte Germany
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	power variation, path properties, stopping times
3.	Subject	Subject classification	60G07, 60G17, 60G40
4.	Description	Abstract	We prove that an optional process of non-exploding realized power variation along stopping times possesses almost surely làglàd paths. This result is useful for the analysis of some imperfect market models in mathematical finance. In the finance applications variation naturally appears along stopping times and not pathwise. On the other hand, if the power variation were only taken along deterministic points in time, the assertion would obviously be wrong.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2011-01-02
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ecp.ejpecp.org/article/view/1591
10.	Identifier	Digital Object Identifier	10.1214/ECP.v16-1591
11.	Source	Journal/conference title; vol., no. (year)	Electronic Communications in Probability; Vol 16
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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