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Quadratic variation of the local time of a random walk - MaRDI portal

Quadratic variation of the local time of a random walk (Q1210272)

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scientific article; zbMATH DE number 178023
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English
Quadratic variation of the local time of a random walk
scientific article; zbMATH DE number 178023

    Statements

    Quadratic variation of the local time of a random walk (English)
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    24 May 1993
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    quadratic variation of the local time of a random walk
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    Wiener process
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