Local Times for Continuous Paths of Arbitrary Regularity
Author:
Funder
Columbia University
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s10959-022-01159-z.pdf
Reference21 articles.
1. Banner, A.D., Ghomrasni, R.: Local times of ranked continuous semimartingales. Stoch. Process. Appl. 118(7), 1244–1253 (2008). https://doi.org/10.1016/j.spa.2007.08.001
2. Berman, S.M.: Local nondeterminism and local times of Gaussian processes. Bull. Am. Math. Soc. 79(2), 475–477 (1973)
3. Bertoin, J.: Temps locaux et intégration stochastique pour les processus de Dirichlet. In: Séminaire de Probabilités, XXI, pp. 191–205 (1987)
4. Biagini, F., Hu, Y., Øksendal, B., Zhang, T.: Stochastic Calculus for Fractional Brownian Motion and Applications. Springer, London (2008). https://doi.org/10.1007/978-1-84628-797-8
5. Cont, R., Das, P.: Quadratic variation and quadratic roughness (2019). Preprint. arXiv:1907.03115
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