Functional convergence to the local time of a sticky diffusion

DOI10.1214/23-ejp972zbMath1520.60022arXiv2202.03698OpenAlexW4382722464MaRDI QIDQ6165991

Publication date: 2 August 2023

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.03698

zbMATH Keywords

local time occupation time semimartingale singular diffusion high frequency sticky Brownian motion sticky process stickiness parameter estimation

Mathematics Subject Classification ID

Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

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