A random walk analogue of Lévy’s Theorem

DOI10.1556/SSCMATH.45.2008.2.50MaRDI QIDQ5322352zbMATH OpenFDO

Authors Takahiko Fujita, Yasuhiro Kawanishi

Publication date 20 July 2009

Published in Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1556/SSCMATH.45.2008.2.50

zbMATH Keywords

Brownian motionItô's formulasymmetric random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic integrals (60H05) Brownian motion (60J65)

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