Difference approximation of the local times of multidimensional diffusions

DOI10.1090/S0094-9000-09-00765-0zbMath1224.60197arXivmath/0702175OpenAlexW2019420431MaRDI QIDQ5391376

Alexei M. Kulik

Publication date: 6 April 2011

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702175

zbMATH Keywords

local timeMarkov approximationmultidimensional diffusionW-measure

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

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Strong Markov approximation of Lévy processes and their generalizations in a scheme of series

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