Optimal l2-approximation of occupation and local times for symmetric stable processes

HIGHLIGHTS

• who: Randolf Altmeyer and Ronan Le Guu00e9vel from the Center for Mathematical Sciences, University of Cambridge, Wilberforce Road, WB have published the research: Optimal L2-approximation of occupation and local times for symmetric stable processes, in the Journal: (JOURNAL)
• what: The authors aim at studying optimal L2 -approximations of these functionals given the observations Xtk at tk=ku0394n for k=1,..., n with time distance u0394n=T /n, where the time horizon T > 0 is fixed and in the high frequency limit as n u2192 u221e. The main result of this Article is to settle . . .
  

   

  

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