79 citations · 131 across the 21 of their papers we have counts for
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math.PR2014★ 2 cited
A Note on the sharp -Covergence rate of Upcrossings to the Brownian local time
Alberto Ohashi, Alexandre B. Simas
In this note, we prove a sharp -rate of convergence of the number of upcrossings to the local time of the Brownian motion. In particular, it provides novel -variation estim…
math.PR2014★ 9 cited
Weak Functional Itô Calculus and Applications
Alberto Ohashi, Dorival Leão, Alexandre B. Simas
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infini…