On the asymptotic behaviour of functionals of some semimartingales

In this paper, we are interested in the asymptotic behaviour of a class of semimartingales. The results cover the special case of semimartingales which are solutions of stochastic differential equations studied recently by Sundar (1990) and Rutkowski (1992). In particular, the results in Rutkowski (1992) are still valids without the (LT) therein.

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Year of publication:	1992
Authors:	Ouknine, Y.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 15.1992, 5, p. 403-405
Publisher:	Elsevier
Subject:	Semimartingales local time

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005143430