no. 4
Rates of convergence to the local time of a diffusion
Annales de l'I.H.P. Probabilités et statistiques, Tome 34 (1998) no. 4, pp. 505-544. 
@article{AIHPB_1998__34_4_505_0,
     author = {Jacod, Jean},
     title = {Rates of convergence to the local time of a diffusion},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {505--544},
     publisher = {Gauthier-Villars},
     volume = {34},
     number = {4},
     year = {1998},
     mrnumber = {1632849},
     zbl = {0911.60055},
     language = {en},
     url = {http://archive.numdam.org/item/AIHPB_1998__34_4_505_0/}
}
TY  - JOUR
AU  - Jacod, Jean
TI  - Rates of convergence to the local time of a diffusion
JO  - Annales de l'I.H.P. Probabilités et statistiques
PY  - 1998
SP  - 505
EP  - 544
VL  - 34
IS  - 4
PB  - Gauthier-Villars
UR  - http://archive.numdam.org/item/AIHPB_1998__34_4_505_0/
LA  - en
ID  - AIHPB_1998__34_4_505_0
ER  - 
%0 Journal Article
%A Jacod, Jean
%T Rates of convergence to the local time of a diffusion
%J Annales de l'I.H.P. Probabilités et statistiques
%D 1998
%P 505-544
%V 34
%N 4
%I Gauthier-Villars
%U http://archive.numdam.org/item/AIHPB_1998__34_4_505_0/
%G en
%F AIHPB_1998__34_4_505_0
Jacod, Jean. Rates of convergence to the local time of a diffusion. Annales de l'I.H.P. Probabilités et statistiques, Tome 34 (1998) no. 4, pp. 505-544. http://archive.numdam.org/item/AIHPB_1998__34_4_505_0/

[1] D.J. Aldous, G.K. Eagleson, On mixing and stability of limit theorems, Ann. Proba., Vol. 6, 1978, pp. 325-331. | MR | Zbl

[2] D. Aldous, Stopping times and tightness II., Ann. Probab., Vol. 17, 1989, pp. 586-593. | MR | Zbl

[3] J.M. Azaïs, Approximation des trajectoires et temps local des diffusions, An. Inst. H. Poincaré, Vol. 25, 1989, pp. 175-194. | Numdam | MR | Zbl

[4] A.N. Borodin, On the character of convergence to Brownian local time, Probab. Theory and Related Fields, Vol. 72,1986, pp. 251-278. | MR | Zbl

[5] A.N. Borodin, Brownian local time, Russian Math. Surveys, Vol. 44, 2, 1989, pp. 1-51. | MR | Zbl

[6] D. Florens-Zmirou, On estimating the diffusion coefficient from discrete observations, J. Applied Probab., Vol. 30, 1993, pp. 790-804. | MR | Zbl

[7] J. Jacod, Une généralisation des semimartingales: les processus admettant un processus à accroissements indépendants tangent. Sém. Proba XVIII, Lect. Notes in Math. Vol. 1059, 1984, pp. 91-118. Springer Verlag: Berlin. | Numdam | MR | Zbl

[8] J. Jacod and A. Shiryaev, Limit Theorems for Stochastic Processes, 1987, Springer-Verlag: Berlin. | MR | Zbl

[9] J. Jacod, On continuous conditional Gaussian martingales and stable convergence in law. Sém. Proba. XXXI, Lect. Notes in Math. Vol. 1655, 1997, pp. 232-246, Springer Verlag: Berlin. | Numdam | MR | Zbl

[10] A. Renyi, On stable sequences of events, Sankya, Ser. A, Vol. 25, 1963, pp. 293-302. | MR | Zbl

[11] D. Revuz and M. Yor, Continuous martingales and Brownian motion, Springer Verlag: Berlin, 1991. | MR | Zbl