Approximation via regularization of the local time of semimartingales and Brownian motion (Q952741)
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scientific article
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| English | Approximation via regularization of the local time of semimartingales and Brownian motion |
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Approximation via regularization of the local time of semimartingales and Brownian motion (English)
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14 November 2008
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local time
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stochastic integration by regularization
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quadratic variation
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rate of convergence
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stochastic Fubini's theorem
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0.8411435484886169
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0.8155690431594849
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0.8054724335670471
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0.7975388169288635
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