Local Time in Parisian Walkways

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In the present paper, Ito formula and Tanaka formula for a special kind of symmetric random walk in the complex plain are studied. The random walk is called Parisian walk, and its local time is defined to be the number of exit from some regions.
5 pages, 2 figures

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Probability, 60G50 60B99

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http://salesiana.dossiersoluciones.com/handle/123456789/111609

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0604395
 http://arxiv.org/abs/math/0604395

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arXiv