Local Time in Parisian Walkways

Details Local Time in Parisian Walkways Local Time in Parisian Walkways

2006-04-18

arxiv.org/abs/math/0604395v2

Mathematics

Probability

5 pages, 2 figures

Scientific paper

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.

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