A random walk analogue of Lévy’s Theorem

DOI10.1556/SSCMATH.45.2008.2.50zbMATH Open1174.60021MaRDI QIDQ5322352FDOQ5322352

Authors: Takahiko Fujita, Yasuhiro Kawanishi 

Publication date: 20 July 2009

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

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zbMATH Keywords

Brownian motionsymmetric random walkItô's formula

Mathematics Subject Classification ID

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

Cited In (7)

• On an asymptotic viscosity solution property of solutions of discrete Hamilton-Jacobi-Bellman equations
• Determinantal martingales and correlations of noncolliding random walks
• A discrete Itō calculus approach to He's framework for multi-factor discrete markets
• A note on the optimal portfolio problem in discrete processes
• A DISCRETE-TIME ITÔ'S FORMULA
• ON THE CONVERGENCE OF DISCRETE PROCESSES WITH MULTIPLE INDEPENDENT VARIABLES
• Title not available (Why is that?)

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