Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Approximation des trajectoires et temps local des diffusions. (Approximation of trajectories and local times of diffusions)

From MaRDI portal
Publication:1121591
Jump to:navigation, search

zbMath0674.60032MaRDI QIDQ1121591

Jean-Marc Azaïs

Publication date: 1989

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1989__25_2_175_0


zbMATH Keywords

diffusionlocal timeRice formulaconvergence in probabilityupcrossingsconvergence in \(L^ p\)


Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Local time and additive functionals (60J55) (L^p)-limit theorems (60F25)


Related Items

Approximation of local times of Gaussian surfaces ⋮ Weak approximation of killed diffusion using Euler schemes. ⋮ On the discrete approximation of occupation time of diffusion processes ⋮ Smoothing and occupation measures of stochastic processes ⋮ Are volatility estimators robust with respect to modeling assumptions? ⋮ Approximation via regularization of the local time of semimartingales and Brownian motion



Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1121591&oldid=13167949"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 31 January 2024, at 03:56.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki