A random walk analogue of Lévy’s Theorem (Q5301990)
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scientific article; zbMATH DE number 5494676
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A random walk analogue of Lévy’s Theorem |
scientific article; zbMATH DE number 5494676 |
Statements
A random walk analogue of Lévy’s Theorem (English)
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20 January 2009
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simple symmetric random walk
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local time
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discrete Itô's formula
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Lévy's Theorem
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discrete Tanaka-Meyer formula
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discrete Skorokhod equation
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Lévy transformation
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simple nonsymmetric random walk
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discrete bang-bang process
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0.9480562
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0.91348505
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0.9086416
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0.90861696
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0.9059001
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