Quadratic variation of the local time of a random walk
type: Item
instance of: scholarly article
title: Quadratic variation of the local time of a random walk
zbMATH Open document ID: 0776.60085
DOI: 10.1016/0167-7152(93)90187-N
author: Antónia Földes
author: Pál Révész
published in: Statistics \& Probability Letters
publication date: 1993-05-24T00:00:00Z
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60J55
zbMATH DE Number: 178023
zbMATH Keywords: quadratic variation of the local time of a random walk
zbMATH Keywords: Wiener process
MaRDI profile type: Publication
cites work: Q3933721
cites work: Brownian local time approximated by a Wiener sheet
cites work: Sample functions of the Gaussian process
cites work: On almost sure convergence of quadratic Brownian variation
cites work: Brownian Local Times and Taboo Processes
cites work: Strong limit theorems for quasi-orthogonal random fields
cites work: Local time is a semi-martingale
cites work: Exact asymptotic estimates of Brownian path variation
description: scientific article; zbMATH DE number 178023