Quadratic variation of the local time of a random walk

A limit theorem is given for the quadratic variation of the local time of a random walk and that of a Wiener process.

Year of publication:	1993
Authors:	Földes, Antónia ; Révész, Pál
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 17.1993, 1, p. 1-12
Publisher:	Elsevier
Keywords:	Brownian motion random walk local time quadratic variation

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

Persistent link: https://www.econbiz.de/10005224084