The uniform modulus of continuity of iterated Brownian motion

DOI10.1007/BF02214652zbMath0880.60081OpenAlexW2077488641MaRDI QIDQ678079

Thomas M. Lewis, Davar Khoshnevisan

Publication date: 6 January 1998

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02214652

zbMATH Keywords

Ray-Knight theoremuniform modulus of continuityIterated Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (15)

Iterated Brownian motion in an open set. ⋮ The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion ⋮ Laws of the iterated logarithm for a class of iterated processes ⋮ The last zero-crossing of an iterated brownian motion with drift ⋮ On the logarithmic average of iterated processes ⋮ The local time of iterated Brownian motion ⋮ The fractal dimensions of the level sets of the generalized iterated Brownian motion ⋮ Iterated stochastic processes: simulation and relationship with high order partial differential equations ⋮ Stochastic velocity motions and processes with random time ⋮ Fractional diffusion equations and processes with randomly varying time ⋮ On the occupation time of an iterated process having no local time ⋮ Stochastic calculus for Brownian motion on a Brownian fracture ⋮ Strassen theorems for a class of iterated processes ⋮ Law of the iterated logarithm for Lévy's area process composed with Brownian motion ⋮ Fluctuations of the power variation of fractional Brownian motion in Brownian time

Cites Work

• Probabilistic construction of the solution of some higher order parabolic differential equation
• Exact rates of convergence to Brownian local time
• Laws of the iterated logarithm for iterated Wiener processes
• Global Strassen-type theorems for iterated Brownian motions
• Iterated Brownian motion and stable \((1/4)\) subordinator
• Chung's law of the iterated logarithm for iterated Brownian motion
• The local time of iterated Brownian motion
• On the Maximum Partial Sums of Sequences of Independent Random Variables
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