Approximation via regularization of the local time of semimartingales and Brownian motion (Q952741): Difference between revisions

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+W2131262100
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+.0402
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+Approximation des trajectoires et temps local des diffusions. (Approximation of trajectories and local times of diffusions)
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+Some Brownian local time approximations.
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+Approximation at first and second order of {\(m\)}-order integrals of the fractional {B}rownian motion and of certain semimartingales
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+Rates of convergence to the local time of a diffusion
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+Integration by parts and time reversal for diffusion processes
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+Q3746599
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+Q4226355
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+Forward, backward and symmetric stochastic integration
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+The generalized covariation process and Itô formula
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+Ito formula for \(C^ 1\)-functions of semimartingales
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+Stochastic calculus with respect to continuous finite quadratic variation processes
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+Elements of Stochastic Calculus via Regularization
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+A generalized class of Lyons-Zheng processes
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+L�vy's downcrossing theorem
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+Publication:952741