Rates of convergence to the local time of a diffusion
Annales de l'I.H.P. Probabilités et statistiques (1998)
- Volume: 34, Issue: 4, page 505-544
- ISSN: 0246-0203
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topJacod, 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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