Local Time in Parisian Walkways
Probability
2007-05-23 v2
Abstract
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.
Cite
@article{arxiv.math/0604395,
title = {Local Time in Parisian Walkways},
author = {Jirô Akahori},
journal= {arXiv preprint arXiv:math/0604395},
year = {2007}
}
Comments
5 pages, 2 figures