A. K. Nikolaev, “An analogue of the local time of the complex Brownian motion process”, Zap. Nauchn. Sem. POMI, 2021, Volume 505,Pages <nobr>172

An analogue of the local time of the complex Brownian motion process

A. K. Nikolaev^ab

^a St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
^b Euler International Mathematical Institute, St. Petersburg

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.

UDC: 519.2

Received: 15.09.2021