加载中…
Through a regularization procedure, few approximation schemes of the local time of a large class of one dimensional processes are given. We mainly consider the local time of continuous semimartingales and reversible diffusions, and the convergence holds in ucp sense. In the case of standard Brownian motion, we have been able to determine a rate of convergence in , and a.s. convergence of some of our schemes.

生成讲解博客的中文版本

生成AI智能校验的中文版本