An Analog of Local Time of Complex Brownian Motion Process

The aim of the paper is to construct an analog of local time for the standard Wiener process multiplied by complex constant.

Saved in:
Bibliographic Details
Published in:Journal of mathematical sciences (New York, N.Y.) N.Y.), 2024-05, Vol.281 (1), p.118-126
Main Author: Nikolaev, A. K.
Format: Article
Language:English
Subjects:
Complex constants
Mathematics
Mathematics and Statistics
Citations: Items that this one cites
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:The aim of the paper is to construct an analog of local time for the standard Wiener process multiplied by complex constant.
ISSN:1072-3374
1573-8795
DOI:10.1007/s10958-024-07080-6