On mean numbers of passage times in small balls of discretized Itô processes

DOI10.1214/ECP.V14-1479zbMath1189.60108MaRDI QIDQ1038968

Frédéric Bernardin, Miguel Martinez, Mireille Bossy, Denis Talay

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/224732

zbMATH Keywords

estimatesdiffusion processessojourn timesdiscrete times

Mathematics Subject Classification ID

Stochastic processes (60G99)

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