Pathwise stochastic calculus with local times
We study a notion of local time for a continuous path, defined as a limit of suitable discrete quantities along a general sequence of partitions of the time interval. Our approach subsumes other existing definitions and agrees with the usual (stochastic) local times a.s. for paths of a continuous se...
| Main Authors: | , , |
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| Format: | Journal article |
| Published: |
Institute Henri Poincaré
2018
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