Crossings and occupation measures for a class of semimartingales

DOI10.1214/AOP/1022855418zbMath0943.60019OpenAlexW2044168968MaRDI QIDQ1307077

Mario Wschebor, Gonzalo Perera

Publication date: 4 September 2000

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022855418

zbMATH Keywords

semimartingalesoccupation measurelocal timecrossingssmoothing of paths

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44) Local time and additive functionals (60J55)

Related Items (4)

Stable Convergence of Certain Functionals of Diffusions Driven by fBm ⋮ Smoothing and occupation measures of stochastic processes ⋮ Asymptotics for theL^p-deviation of the variance estimator under diffusion ⋮ Approximation of the occupation measure of Lévy processes

Cites Work

• Integration par parties dans l'espace de Wiener et approximation du temps local. (Integration by parts in the Wiener space and approximation of local time)
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