Pages that link to "Item:Q1264268"

The following pages link to Rates of convergence to the local time of a diffusion (Q1264268):

Displaying 30 items.

• Multi-level stochastic approximation algorithms (Q292915) (← links)
• Approximations of non-smooth integral type functionals of one dimensional diffusion processes (Q401462) (← links)
• The lifetime of a financial bubble (Q506379) (← links)
• Limit law of the local time for Brox's diffusion (Q639335) (← links)
• Approximation via regularization of the local time of semimartingales and Brownian motion (Q952741) (← links)
• Stochastic regression and its application to hedging in finance (Q1042957) (← links)
• Approximation des trajectoires et temps local des diffusions. (Approximation of trajectories and local times of diffusions) (Q1121591) (← links)
• Strong laws and limit theorems for local time of Markov processes (Q1122230) (← links)
• Exact rates of convergence to Brownian local time (Q1345601) (← links)
• A central limit theorem for normalized functions of the increments of a diffusion process, in the presence of round-off errors (Q1361122) (← links)
• On the local times of stationary processes with conditional local limit theorems (Q1635911) (← links)
• Statistical estimation of the oscillating Brownian motion (Q1750094) (← links)
• Approximation of the occupation measure of Lévy processes (Q1780710) (← links)
• On the discrete approximation of occupation time of diffusion processes (Q1952229) (← links)
• Approximation of occupation time functionals (Q1983631) (← links)
• Optimal estimation of the supremum and occupation times of a self-similar Lévy process (Q2136630) (← links)
• Optimal \(L^2\)-approximation of occupation and local times for symmetric stable processes (Q2137817) (← links)
• Power variations for a class of Brown-Resnick processes (Q2191423) (← links)
• Approximation of fractional local times: zero energy and derivatives (Q2240878) (← links)
• Smoothing and occupation measures of stochastic processes (Q2458949) (← links)
• Local time and convergence of empirical estimators (Q2845208) (← links)
• A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
• (Q3685792) (← links)
• Limit theorems for additive functionals of continuous time random walks (Q4987477) (← links)
• Is a Brownian Motion Skew? (Q5418629) (← links)
• Two consistent estimators for the skew Brownian motion (Q5881039) (← links)
• Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models (Q5964754) (← links)
• Functional convergence to the local time of a sticky diffusion (Q6165991) (← links)
• HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION? (Q6170144) (← links)
• Optimal estimation of the local time and the occupation time measure for an \(\alpha\)-stable Lévy process (Q6550441) (← links)