Local Time in Parisian Walkways

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dc.creatorAkahori, Jirô
dc.date2006-04-18
dc.date2006-04-19
dc.date.accessioned2026-07-07T07:11:02Z
dc.date.available2026-07-07T07:11:02Z
dc.descriptionIn 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.
dc.description5 pages, 2 figures
dc.identifierhttps://arxiv.org/abs/math/0604395
dc.identifierhttp://arxiv.org/abs/math/0604395
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/111609
dc.subjectProbability
dc.subject60G50 60B99
dc.titleLocal Time in Parisian Walkways
dc.typetext

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