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Volumn 34, Issue 4, 1998, Pages 505-544

Rates of convergence to the local time of a diffusion

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EID: 0032113990     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0246-0203(98)80026-5     Document Type: Article
Times cited : (48)

References (11)
  • 1
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  • 2
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  • 3
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    • Approximation des trajectoires et temps local des diffusions
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    • Azaïs, J.M.1
  • 4
    • 0001412448 scopus 로고
    • On the character of convergence to Brownian local time
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    • (1986) Probab. Theory and Related Fields , vol.72 , pp. 251-278
    • Borodin, A.N.1
  • 5
    • 84954563074 scopus 로고
    • Brownian local time
    • [5] A. N. BORODIN, Brownian local time, Russian Math. Surveys, Vol. 44, 2, 1989, pp. 1-51.
    • (1989) Russian Math. Surveys , vol.44 , Issue.2 , pp. 1-51
    • Borodin, A.N.1
  • 6
    • 21344487770 scopus 로고
    • On estimating the diffusion coefficient from discrete observations
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    • (1993) J. Applied Probab. , vol.30 , pp. 790-804
    • Florens-Zmirou, D.1
  • 7
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    • Une généralisation des semimartingales: Les processus admettant un processus à accroissements indépendants tangent
    • Springer Verlag: Berlin
    • [7] J. JACOD, Une généralisation des semimartingales: les processus admettant un processus à accroissements indépendants tangent. Sém. Proba. XVIII, Lect. Notes in Math. Vol. 1059, 1984, pp. 91-118. Springer Verlag: Berlin.
    • (1984) Sém. Proba. XVIII, Lect. Notes in Math , vol.1059 , pp. 91-118
    • Jacod, J.1
  • 9
    • 0010061723 scopus 로고    scopus 로고
    • On continuous conditional Gaussian martingales and stable convergence in law
    • Springer Verlag: Berlin
    • [9] J. JACOD, On continuous conditional Gaussian martingales and stable convergence in law. Sém. Proba. XXXI, Lect. Notes in Math. Vol. 1655, 1997, pp. 232-246. Springer Verlag: Berlin.
    • (1997) Sém. Proba. XXXI, Lect. Notes in Math , vol.1655 , pp. 232-246
    • Jacod, J.1
  • 10
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    • On stable sequences of events
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    • Renyi, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.