scientific article; zbMATH DE number 4203363

MaRDI QIDQ3352197zbMATH OpenFDO

Authors Jean-Marc Azaïs

Publication date 1991

zbMATH Keywords

crossings of a levelGaussian processeslocal timepolygonal approximationRice formulae

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99)

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(4)

• Approximation des trajectoires et temps local des diffusions. (Approximation of trajectories and local times of diffusions)
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