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An Analog of Local Time of Complex Brownian Motion Process

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

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Authors and Affiliations

  1. St.Petersburg Department of the Steklov Mathematical Institute, St. Petersburg, Russia

    A. K. Nikolaev

  2. Euler International Mathematical Institute, St. Petersburg, Russia

    A. K. Nikolaev

Authors
  1. A. K. Nikolaev
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Correspondence to A. K. Nikolaev.

Additional information

Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 505, 2021, pp. 172–184.

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Nikolaev, A.K. An Analog of Local Time of Complex Brownian Motion Process. J Math Sci 281, 118–126 (2024). https://doi.org/10.1007/s10958-024-07080-6

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  • DOI: https://doi.org/10.1007/s10958-024-07080-6

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