A random walk analogue of Lévy’s Theorem

DOI10.1556/SScMath.45.2008.2.50zbMath1164.60365MaRDI QIDQ5301990

Takahiko Fujita

Publication date: 20 January 2009

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

zbMATH Keywords

local timesimple symmetric random walkLévy transformationdiscrete Itô's formuladiscrete bang-bang processdiscrete Skorokhod equationdiscrete Tanaka-Meyer formulaLévy's Theoremsimple nonsymmetric random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Stochastic integrals (60H05) Local time and additive functionals (60J55)

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