Approximation of stopped Brownian local time by diadic crossing chains (Q1382513)
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scientific article; zbMATH DE number 1134815
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of stopped Brownian local time by diadic crossing chains |
scientific article; zbMATH DE number 1134815 |
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Approximation of stopped Brownian local time by diadic crossing chains (English)
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29 March 1998
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Brownian motion
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approximating random walks
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local time
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Bessel processes
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conditional mean squared error
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upcrossings
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