Law of the iterated logarithm for Lévy's area process composed with Brownian motion (Q1305225): Difference between revisions
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Property / cites work: The "local" law of the iterated logarithm for processes related to Lévy's stochastic area process / rank | |||
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Property / cites work: The Csörgö-Révész modulus of non-differentiability of iterated Brownian motion / rank | |||
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Property / cites work: The uniform modulus of continuity of iterated Brownian motion / rank | |||
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Property / cites work: Probabilities on the Heisenberg group: limit theorems and Brownian motion / rank | |||
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Latest revision as of 08:22, 29 May 2024
scientific article
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English | Law of the iterated logarithm for Lévy's area process composed with Brownian motion |
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Law of the iterated logarithm for Lévy's area process composed with Brownian motion (English)
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27 March 2000
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Lévy area process
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law of the iterated logarithm
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