@article{AIHPB_1998__34_4_505_0, author = {Jacod, Jean}, title = {Rates of convergence to the local time of a diffusion}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {505--544}, publisher = {Gauthier-Villars}, volume = {34}, number = {4}, year = {1998}, mrnumber = {1632849}, zbl = {0911.60055}, language = {en}, url = {http://www.numdam.org/item/AIHPB_1998__34_4_505_0/} }
TY - JOUR AU - Jacod, Jean TI - Rates of convergence to the local time of a diffusion JO - Annales de l'I.H.P. Probabilités et statistiques PY - 1998 SP - 505 EP - 544 VL - 34 IS - 4 PB - Gauthier-Villars UR - http://www.numdam.org/item/AIHPB_1998__34_4_505_0/ LA - en ID - AIHPB_1998__34_4_505_0 ER -
Jacod, Jean. Rates of convergence to the local time of a diffusion. Annales de l'I.H.P. Probabilités et statistiques, Tome 34 (1998) no. 4, pp. 505-544. http://www.numdam.org/item/AIHPB_1998__34_4_505_0/
[1] On mixing and stability of limit theorems, Ann. Proba., Vol. 6, 1978, pp. 325-331. | MR | Zbl
, ,[2] Stopping times and tightness II., Ann. Probab., Vol. 17, 1989, pp. 586-593. | MR | Zbl
,[3] Approximation des trajectoires et temps local des diffusions, An. Inst. H. Poincaré, Vol. 25, 1989, pp. 175-194. | Numdam | MR | Zbl
,[4] On the character of convergence to Brownian local time, Probab. Theory and Related Fields, Vol. 72,1986, pp. 251-278. | MR | Zbl
,[5] Brownian local time, Russian Math. Surveys, Vol. 44, 2, 1989, pp. 1-51. | MR | Zbl
,[6] On estimating the diffusion coefficient from discrete observations, J. Applied Probab., Vol. 30, 1993, pp. 790-804. | MR | Zbl
,[7] Une généralisation des semimartingales: les processus admettant un processus à accroissements indépendants tangent. Sém. Proba XVIII, Lect. Notes in Math. Vol. 1059, 1984, pp. 91-118. Springer Verlag: Berlin. | Numdam | MR | Zbl
,[8] Limit Theorems for Stochastic Processes, 1987, Springer-Verlag: Berlin. | MR | Zbl
and ,[9] On continuous conditional Gaussian martingales and stable convergence in law. Sém. Proba. XXXI, Lect. Notes in Math. Vol. 1655, 1997, pp. 232-246, Springer Verlag: Berlin. | Numdam | MR | Zbl
,[10] On stable sequences of events, Sankya, Ser. A, Vol. 25, 1963, pp. 293-302. | MR | Zbl
,[11] Continuous martingales and Brownian motion, Springer Verlag: Berlin, 1991. | MR | Zbl
and ,