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...
| Päätekijät: | , , |
|---|---|
| Aineistotyyppi: | Journal article |
| Julkaistu: |
Institute Henri Poincaré
2018
|