Law of the iterated logarithm and local variations at zero of the sticky Brownian motion (Q1892963)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Law of the iterated logarithm and local variations at zero of the sticky Brownian motion
scientific article

    Statements

    Law of the iterated logarithm and local variations at zero of the sticky Brownian motion (English)
    0 references
    0 references
    0 references
    31 October 1995
    0 references
    For the sticky Brownian motion local properties analogous to the law of the iterated logarithm for the standard Brownian motion are obtained.
    0 references
    sticky Brownian motion
    0 references
    law of the iterated logarithm
    0 references

    Identifiers