Local Time in Parisian Walkways
Jirô Akahori
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.
Create a lesson
Related papers
Almost sure exponential stability of multi-dimensional stochastic systems driven by a symmetric α-stable process
Xuekang Zhang, Hongjian Liu, Guangjun Shen
The Arc Threshold of the Two-Row Ising Torus: Exact Factorization, an Algebraic Critical Coupling, Uniformity in the Circumference, and the Rate of Convergence
Marco Mandap
Markovian Lifts and Multifactor Approximations for Weighted Sub-fractional Brownian Motion
J. H. Ramirez-Gonzalez, Edison Cuba
Rényi mixing bounds for kinetic samplers via L2 hypocoercivity
Jianfeng Lu, Yinchen Luo
Bayesian Filters via the Stochastic Category
Kenichi Bannai, Masahiro Kurisaki
Synchronization of Enriched Spin Glasses
Franziska Engler, Justin Ko