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

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dc.creatorBergery, Blandine Berard
dc.creatorVallois, Pierre
dc.date2007-09-04
dc.date.accessioned2026-07-07T08:27:28Z
dc.date.available2026-07-07T08:27:28Z
dc.descriptionThrough a regularization procedure, few approximation schemes of the local time of a large class of one dimensional processes are given. We mainly consider the local time of continuous semimartingales and reversible diffusions, and the convergence holds in ucp sense. In the case of standard Brownian motion, we have been able to determine a rate of convergence in $L^2$, and a.s. convergence of some of our schemes.
dc.descriptionAccepté conditionnelement par Stochastic processes and their applications
dc.identifierhttps://arxiv.org/abs/0709.0402
dc.identifierhttp://arxiv.org/abs/0709.0402
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/137284
dc.subjectProbability
dc.subject60G44; 60H05; 60H99; 60J55; 60J60; 60J65
dc.titleApproximation via regularization of the local time of semimartingales and Brownian motion
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