A discrete analogue and elementary derivation of 'Lévy's equivalence' for Brownian motion

Gordon Simons

Statistics & Probability Letters, 1983, vol. 1, issue 4, 203-206

Abstract: The present note presents a discrete analogue of Lévy's extended equivalence for symmetric simple random walks and provides an elementary derivation of Lévy's basic and extended based upon this analogue. Finally, it describes an almost sure version of the extended equivalence depending on an Ito-type stochastic integral.

Keywords: Wiener; process; Lévy's; equivalence (search for similar items in EconPapers)
Date: 1983
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