Tail estimates for Markovian rough paths

Abstract

We work in the context of Markovian rough paths associated to a class of uniformly subelliptic Dirichlet forms ([26]) and prove a better-than-exponential tail estimate for the accumulated 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 Ni Hao [32], and Chevyrev and Lyons [18].