Approximation of occupation time functionals
نویسندگان
چکیده
The strong L2-approximation of occupation time functionals is studied with respect to discrete observations a d-dimensional càdlàg process. Upper bounds on the error are obtained under weak assumptions, generalizing previous results in literature considerably. approach relies regularity for marginals process and applies also non-Markovian processes, such as fractional Brownian motion. used approximate times local times. For motion, upper shown be sharp up log-factor.
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2021
ISSN: ['1573-9759', '1350-7265']
DOI: https://doi.org/10.3150/21-bej1328