On mean numbers of passage times in small balls of discretized Itô processes.
Bernardin, Frédéric; Bossy, Mireille; Martinez, Miguel; Talay, Denis
Electronic Communications in Probability [electronic only] (2009)
- Volume: 14, page 302-316
- ISSN: 1083-589X
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topBernardin, Frédéric, et al. "On mean numbers of passage times in small balls of discretized Itô processes.." Electronic Communications in Probability [electronic only] 14 (2009): 302-316. <http://eudml.org/doc/224732>.
@article{Bernardin2009,
author = {Bernardin, Frédéric, Bossy, Mireille, Martinez, Miguel, Talay, Denis},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {diffusion processes; sojourn times; estimates; discrete times},
language = {eng},
pages = {302-316},
publisher = {University of Washington},
title = {On mean numbers of passage times in small balls of discretized Itô processes.},
url = {http://eudml.org/doc/224732},
volume = {14},
year = {2009},
}
TY - JOUR
AU - Bernardin, Frédéric
AU - Bossy, Mireille
AU - Martinez, Miguel
AU - Talay, Denis
TI - On mean numbers of passage times in small balls of discretized Itô processes.
JO - Electronic Communications in Probability [electronic only]
PY - 2009
PB - University of Washington
VL - 14
SP - 302
EP - 316
LA - eng
KW - diffusion processes; sojourn times; estimates; discrete times
UR - http://eudml.org/doc/224732
ER -
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