Quelques approximations du temps local brownien

Blandine Berard Bergery, Pierre Vallois

We give some approximations of the local time process $(L_t^x{)}_{t⩾0}$ at level $x$ of the real Brownian motion $(X_t)$. We prove that $ \frac{2}ε\int_0^{t} X_{(u+ε)\wedge…