Rates of convergence to the local time of a diffusion

Jean Jacod

Annales de l'I.H.P. Probabilités et statistiques (1998)

  • Volume: 34, Issue: 4, page 505-544
  • ISSN: 0246-0203

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Jacod, Jean. "Rates of convergence to the local time of a diffusion." Annales de l'I.H.P. Probabilités et statistiques 34.4 (1998): 505-544. <http://eudml.org/doc/77611>.

@article{Jacod1998,
author = {Jacod, Jean},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {local time; diffusion process; functional central limit theorem; Brownian motion},
language = {eng},
number = {4},
pages = {505-544},
publisher = {Gauthier-Villars},
title = {Rates of convergence to the local time of a diffusion},
url = {http://eudml.org/doc/77611},
volume = {34},
year = {1998},
}

TY - JOUR
AU - Jacod, Jean
TI - Rates of convergence to the local time of a diffusion
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1998
PB - Gauthier-Villars
VL - 34
IS - 4
SP - 505
EP - 544
LA - eng
KW - local time; diffusion process; functional central limit theorem; Brownian motion
UR - http://eudml.org/doc/77611
ER -

References

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  7. [7] J. Jacod, Une généralisation des semimartingales: les processus admettant un processus à accroissements indépendants tangent. Sém. Proba XVIII, Lect. Notes in Math. Vol. 1059, 1984, pp. 91-118. Springer Verlag: Berlin. Zbl0539.60033MR770952
  8. [8] J. Jacod and A. Shiryaev, Limit Theorems forStochastic Processes, 1987, Springer-Verlag: Berlin. Zbl0635.60021MR959133
  9. [9] J. Jacod, On continuous conditional Gaussian martingales and stable convergence in law. Sém. Proba. XXXI, Lect. Notes in Math. Vol. 1655, 1997, pp. 232-246, Springer Verlag: Berlin. Zbl0884.60038MR1478732
  10. [10] A. Renyi, On stable sequences of events, Sankya, Ser. A, Vol. 25, 1963, pp. 293-302. Zbl0141.16401MR170385
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