Abstract
In this article, we study the asymptotic behavior of the realized quadratic variation of a process where u is a β-Hölder continuous process with and where and BH is a fractional Brownian motion with Hurst index By exploiting the concentration phenomena, we prove almost sure convergence of the quadratic variation, that holds uniformly in time and on the full range As an application, we construct strongly consistent estimator for the integrated volatility parameter in a model driven by
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