On the asymptotic behaviour of functionals of some semimartingales

Y. Ouknine

Statistics & Probability Letters, 1992, vol. 15, issue 5, 403-405

Abstract: In this paper, we are interested in the asymptotic behaviour of a class of semimartingales. The results cover the special case of semimartingales which are solutions of stochastic differential equations studied recently by Sundar (1990) and Rutkowski (1992). In particular, the results in Rutkowski (1992) are still valids without the (LT) therein.

Keywords: Semimartingales; local; time (search for similar items in EconPapers)
Date: 1992
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