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Local Time in Parisian Walkways

Jirô Akahori
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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.

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Jirô Akahori. 2006-04-19. Local Time in Parisian Walkways. https://arxiv.org/abs/math/0604395

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