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- W2962720043 abstract "In this note, we prove a sharp Lp-rate of convergence of the number of upcrossings to the local time of the Brownian motion. In particular, it provides novel p-variation estimates (2<p<∞) for the number of upcrossings of the Brownian motion. Our result complements the fundamental work of Khoshnevisan (1994) who obtains an almost sure exact rate of convergence in the sup norm." @default.
- W2962720043 created "2019-07-30" @default.
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- W2962720043 date "2015-05-01" @default.
- W2962720043 modified "2023-09-27" @default.
- W2962720043 title "A note on the sharp <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML altimg=si1.gif display=inline overflow=scroll><mml:msup><mml:mrow><mml:mi>L</mml:mi></mml:mrow><mml:mrow><mml:mi>p</mml:mi></mml:mrow></mml:msup></mml:math>-convergence rate of upcrossings to the Brownian local time" @default.
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- W2962720043 doi "https://doi.org/10.1016/j.spl.2015.02.001" @default.
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