Statistics on crossings of discretized diffusions and local time-Reference-Cited by-同舟云学术

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Statistics on crossings of discretized diffusions and local time

Published:1991-10 Issue:1 Volume:39 Page:139-151
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Florens-Zmirou D.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference13 articles.

1. Temps local;Azema;Astérisque,1978

2. Approximation du temps local des processus gaussiens stationnaires par régularisation des trajectoires;Azais;Probab. Theory Rel. Fields,1987

3. Local nondeterminism and local time of Gaussian processes;Berman;Indiana Univ. Math. J.,1973

4. Probability and Statistics;Dacunha-Castelle,1986

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