Weak Approximations for Wiener Functionals
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References listed on IDEAS
- Knight, Frank B., 1997. "Approximation of stopped Brownian local time by diadic crossing chains," Stochastic Processes and their Applications, Elsevier, vol. 66(2), pages 253-270, March.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-10-23 (All new papers)
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