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Zapiski Nauchnykh Seminarov POMI, 2021, Volume 505, Pages 172–184 (Mi znsl7130)  
An analogue of the local time of the complex Brownian motion process

A. K. Nikolaevab

a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
b Euler International Mathematical Institute, St. Petersburg
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Abstract: The aim of the present paper is to construct an analogue of local time for the standard Wiener process multiplied by complex constant.
Key words and phrases: stochastic processes, local time, complex Wiener process.
Funding agency Grant number
Russian Foundation for Basic Research 19-01-00657_а
Ministry of Science and Higher Education of the Russian Federation 075-15-2019-1620
Received: 15.09.2021
Document Type: Article
UDC: 519.2
Language: Russian
Citation: A. K. Nikolaev, “An analogue of the local time of the complex Brownian motion process”, Probability and statistics. Part 31, Zap. Nauchn. Sem. POMI, 505, POMI, St. Petersburg, 2021, 172–184
Citation in format AMSBIB
\Bibitem{Nik21}
\by A.~K.~Nikolaev
\paper An analogue of the local time of the complex Brownian motion process
\inbook Probability and statistics. Part~31
\serial Zap. Nauchn. Sem. POMI
\yr 2021
\vol 505
\pages 172--184
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl7130}
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