Approximations of non-smooth integral type functionals of one dimensional diffusion processes
type: Item
instance of: scholarly article
title: Approximations of non-smooth integral type functionals of one dimensional diffusion processes
zbMATH Open document ID: 1297.65012
published in: Stochastic Processes and their Applications
publication date: 2014-08-27T00:00:00Z
Mathematics Subject Classification ID: 65C50
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6334619
zbMATH Keywords: non-smooth functionals of one-dimensional diffusions
zbMATH Keywords: occupation time
zbMATH Keywords: local time
zbMATH Keywords: approximation
zbMATH Keywords: diffusion process
zbMATH Keywords: convergence
author: Arturo Kohatsu-Higa
author: A. Makhlouf
author: H. L. Ngo
MaRDI profile type: Publication
full work available at URL: j.spa.2014.01.003
OpenAlex ID: W2058906847
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DOI: 10.1016/J.SPA.2014.01.003
description: scientific article; zbMATH DE number 6334619