Continuity of Local Time: An applied perspective

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Ramirez, Jorge M.; Waymire, Edward C.; Thomann, Enrique A.;
  • Subject: Mathematics - Probability | 60G17, 60G51

Continuity of local time for Brownian motion ranks among the most notable mathematical results in the theory of stochastic processes. This article addresses its implications from the point of view of applications. In particular an extension of previous results on an exp... View more
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