10 citations · 18 across the 4 of their papers we have counts for
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math.PR2010★ 6 cited
An elementary approach to Brownian local time based on simple, symmetric random walks
Tamas Szabados, Balazs Szekely
In this paper we define Brownian local time as the almost sure limit of the local times of a nested sequence of simple, symmetric random walks. The limit is jointly continuous in $…
math.PR2010★ 10 cited
An exponential functional of random walks
Tamas Szabados, Balazs Szekely
The aim of this paper is to investigate discrete approximations of the exponential functional $\int_0^{\infty} \exp(B(t) - νt) \di t$ of Brownian motion (which plays an important r…
math.PR2010
Strong approximation of continuous local martingales by simple random walks
Balazs Szekely, Tamas Szabados
The aim of this paper is to represent any continuous local martingale as an almost sure limit of a nested sequence of simple, symmetric random walks, time changed by a discrete qua…