Lower limits of iterated Wiener processes (Q1892959)
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scientific article; zbMATH DE number 768775
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| English | Lower limits of iterated Wiener processes |
scientific article; zbMATH DE number 768775 |
Statements
Lower limits of iterated Wiener processes (English)
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31 October 1995
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Let \(W\) and \(\widehat W\) be two independent Wiener processes with \(W(0) = \widehat W(0) = 0\) and let \(X^*_ t = \sup_{0 \leq u \leq t} | W (\widehat W_ u) |\) and \(Y^*_ t=\sup_{0\leq u\leq t}| W(|\widehat W_ u|)|\). Integral tests for \(P(X^*_ t < t^{1/4}/f(t)\), i.o.) = 0 or 1 and \(P(Y^*_ t < t^{1/4}/f(t)\), i.o.) = 0 or 1 are given.
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iterated Wiener process
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Lévy's lower class
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0.8182748556137085
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0.8163375854492188
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0.782716691493988
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