Laws of the iterated logarithm for iterated Wiener processes

DOI10.1007/BF02212881zbMath0816.60027MaRDI QIDQ1890738

Daniel Pierre-Loti-Viaud, Zhan Shi, Yue Yun Hu

Publication date: 23 May 1995

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

Full work available at URL: https://doi.org/10.1007/bf02212881

zbMATH Keywords

functional law of the iterated logarithm; Chung's law of the iterated logarithm; Bahadur-Kiefer-type theorems; asymptotic behavior of iterated Wiener processes

Mathematics Subject Classification ID

60F15: Strong limit theorems

60J65: Brownian motion

Related Items

On Chung's law of the iterated logarithm for the Brownian time Lévy's area process, The uniform modulus of continuity of iterated Brownian motion, Large deviations for local time fractional Brownian motion and applications, On the occupation time of an iterated process having no local time, On the logarithmic average of iterated processes, Stochastic calculus for Brownian motion on a Brownian fracture, On the asymptotics of supremum distribution for some iterated processes, Some singular sample path properties of a multiparameter fractional Brownian motion, Limit theorems for local and occupation times of random walks and Brownian motion on a spider, Strong approximation of quantile processes by iterated Kiefer processes., Iterated Brownian motion in an open set., Lower limits of iterated Wiener processes, The Csörgö-Révész modulus of non-differentiability of iterated Brownian motion, Iterated Brownian motion and stable \((1/4)\) subordinator, The local time of iterated Brownian motion, Large deviations for subordinated Brownian motion and applications, Asymptotic properties of Brownian motion delayed by inverse subordinators, Strassen theorems for a class of iterated processes, Path Properties of Subdiffusion—A Martingale Approach, Brownian subordinators and fractional Cauchy problems

Cites Work

• Brownian local time approximated by a Wiener sheet
• New Feynman-Kac type formula
• Chung's law of the iterated logarithm for iterated Brownian motion
• A pointwise almost sure Bahadur-Kiefer-type representation for the product limit estimator
• On the Maximum Partial Sums of Sequences of Independent Random Variables
• The Asymptotic Distribution of the Range of Sums of Independent Random Variables
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item