Law of the iterated logarithm and local variations at zero of the sticky Brownian motion (Q1892963)
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scientific article; zbMATH DE number 768779
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| English | Law of the iterated logarithm and local variations at zero of the sticky Brownian motion |
scientific article; zbMATH DE number 768779 |
Statements
Law of the iterated logarithm and local variations at zero of the sticky Brownian motion (English)
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31 October 1995
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For the sticky Brownian motion local properties analogous to the law of the iterated logarithm for the standard Brownian motion are obtained.
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sticky Brownian motion
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law of the iterated logarithm
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