Approximation of the occupation measure of Lévy processes
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Publication:1780710
DOI10.1016/J.CRMA.2005.03.005zbMath1065.60046OpenAlexW2055450200MaRDI QIDQ1780710
Ernesto Mordecki, Mario Wschebor
Publication date: 13 June 2005
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2005.03.005
Related Items (2)
Smoothing and occupation measures of stochastic processes ⋮ Some Brownian local time approximations.
Cites Work
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- Estimation of the coefficients of a diffusion from discrete observations
- On estimating the diffusion coefficient from discrete observations
- Non‐parametric Kernel Estimation of the Coefficient of a Diffusion
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