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On mean numbers of passage times in small balls of discretized Itô processes

   
@article{ECP1479,
	author = {Frédéric Bernardin and Mireille Bossy and Miguel Martinez and Denis Talay},
	title = {On mean numbers of passage times in small balls of discretized Itô processes},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {14},
	year = {2009},
	keywords = {Diffusion processes, sojourn times, estimates, discrete times},
	abstract = {The aim of this note is to prove estimates on mean values of the number of times that Itô processes observed at discrete times visit small balls in $\mathbb{R}^d$. Our technique, in the innite horizon case, is inspired by Krylov's arguments in [2, Chap.2]. In the finite horizon case, motivated by an application in stochastic numerics, we discount the number of visits by a locally exploding coeffcient, and our proof involves accurate properties of last passage times at 0 of one dimensional semimartingales.},
	pages = {no. 30, 302-316},
	issn = {1083-589X},
	doi = {10.1214/ECP.v14-1479},    
        url = {http://ecp.ejpecp.org/article/view/1479}}