Comment on: Limit of Random Measures Associated with the Increments of a Brownian Semimartingale
Author:
Affiliation:
1. Aarhus University
2. CMAP, École Polytechnique
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance
Link
http://academic.oup.com/jfec/article-pdf/16/4/588/26054594/nbx036.pdf
Reference15 articles.
1. Local Times and Sample Function Properties of Stationary Gaussian Processes;Berman;Transactions of the American Mathematical Society,1969
2. Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties;Berman;The Annals of Mathematical Statistics,1970
3. On the Character of Convergence to Brownian Local Time;Borodin;Probability Theory and Related Fields,1986
4. Brownian Local Time;Borodin;Russian Mathematical Surveys,1989
5. Central Limit Theorems for Non-linear Functionals of Gaussian Fields;Breuer;Journal of Multivariate Analysis,1983
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