scientific article; zbMATH DE number 883594

zbMATH Open0848.60042MaRDI QIDQ4879957FDOQ4879957

Authors: Youri Davydov 

Publication date: 2 June 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

convolutionlocal timeprocesses with independent incrementspolygonal approximation

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Foundations of stochastic processes (60G05)

Cited In (11)

• Approximation of second-order moment processes from local averages
• Local times for continuous paths of arbitrary regularity
• Local time penalizations with various clocks for one-dimensional diffusions
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• Estimation of local smoothness coefficients for continuous time processes
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• Approximation des trajectoires et temps local des diffusions. (Approximation of trajectories and local times of diffusions)

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