The rate of convergence in the functional limit theorem for increments of a Brownian motion (Q2483884): Difference between revisions

The paper gives the rate of convergence in the functional limit law for increments of \(d\)-dimension\-al Brownian motions, and in particular the size of small increments of such a Brownian motion is deduced.

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Mathematics Subject Classification ID

60F15

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.spl.2004.11.012

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OpenAlex ID

W2005814759

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cites work

Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm

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First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path

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A relation between Chung's and Strassen's laws of the iterated logarithm

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How big are the increments of a Wiener process?

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How small are the increments of a Wiener process?

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A function space large deviation principle for certain stochastic integrals

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A generalization of Strassen's functional law of iterated logarithm

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Sitelinks

Mathematics(1 entry)

mardi Publication:2483884

@@ Property / author @@
-Fu Qing Gao
@@ Property / author: Fu Qing Gao / rank @@
-Normal rank
@@ Property / reviewed by @@
-Gheorghe Stoica
@@ Property / reviewed by: Gheorghe Stoica / rank @@
-Normal rank
@@ Property / author @@
+Fu Qing Gao
@@ Property / author: Fu Qing Gao / rank @@
+Normal rank
@@ Property / reviewed by @@
+Gheorghe Stoica
@@ Property / reviewed by: Gheorghe Stoica / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2004.11.012
+Normal rank
@@ Property / OpenAlex ID @@
+W2005814759
@@ Property / OpenAlex ID: W2005814759 / rank @@
+Normal rank
@@ Property / cites work @@
+Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
+Normal rank
@@ Property / cites work @@
+First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
+Normal rank
@@ Property / cites work @@
+A relation between Chung's and Strassen's laws of the iterated logarithm
+Normal rank
@@ Property / cites work @@
+How big are the increments of a Wiener process?
@@ Property / cites work: How big are the increments of a Wiener process? / rank @@
+Normal rank
@@ Property / cites work @@
+How small are the increments of a Wiener process?
@@ Property / cites work: How small are the increments of a Wiener process? / rank @@
+Normal rank
@@ Property / cites work @@
+A function space large deviation principle for certain stochastic integrals
+Normal rank
@@ Property / cites work @@
+A generalization of Strassen's functional law of iterated logarithm
+Normal rank