On mean numbers of passage times in small balls of discretized Itô processes.
Bernardin, Frédéric ; Bossy, Mireille ; Martinez, Miguel ; Talay, Denis
Electronic Communications in Probability [electronic only], Tome 14 (2009), p. 302-316 / Harvested from The Electronic Library of Mathematics
Publié le : 2009-01-01
EUDML-ID : urn:eudml:doc:224732
@article{05636473,
     title = {On mean numbers of passage times in small balls of discretized It\^o processes.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {14},
     year = {2009},
     pages = {302-316},
     zbl = {1189.60108},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05636473}
}
Bernardin, Frédéric; Bossy, Mireille; Martinez, Miguel; Talay, Denis. On mean numbers of passage times in small balls of discretized Itô processes.. Electronic Communications in Probability [electronic only], Tome 14 (2009) pp. 302-316. http://gdmltest.u-ga.fr/item/05636473/