Some Brownian local time approximations.

DOI10.1016/j.crma.2007.05.007zbMath1121.60081arXivmath/0609701OpenAlexW2032969369MaRDI QIDQ997987

Pierre Vallois, Blandine Bérard Bergery

Publication date: 10 August 2007

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0609701

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items

Approximation via regularization of the local time of semimartingales and Brownian motion

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Approximation of the occupation measure of Lévy processes
• The generalized covariation process and Itô formula
• Ito formula for \(C^ 1\)-functions of semimartingales
• Stochastic calculus with respect to continuous finite quadratic variation processes