Integral and local limit theorems for level crossings of diffusions and the Skorohod problem

DOI10.1214/EJP.V19-2644zbMath1296.60082MaRDI QIDQ2637754

Raouf Ghomrasni, Rafał Marcin Łochowski

Publication date: 14 February 2014

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

zbMATH Keywords

semimartingalesSkorokhod problemdiffusionslocal timelevel crossingstruncated variationinterval crossings

Mathematics Subject Classification ID

Strong limit theorems (60F15) Martingales with continuous parameter (60G44) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17)

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