Approximation of stopped Brownian local time by diadic crossing chains

DOI10.1016/S0304-4149(96)00119-6zbMath0889.60083MaRDI QIDQ1382513

Frank B. Knight

Publication date: 29 March 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Brownian motionlocal timeBessel processesconditional mean squared errorupcrossingsapproximating random walks

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

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The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest, A note on the sharp \(L^p\)-convergence rate of upcrossings to the Brownian local time

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