Local functional limit theorems of increments for Brownian motion
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- scientific article; zbMATH DE number 6746715
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Cites work
- scientific article; zbMATH DE number 194664 (Why is no real title available?)
- A generalization of Strassen's functional law of iterated logarithm
- A relation between Chung's and Strassen's laws of the iterated logarithm
- A unification of Strassen's law and L�vy's modulus of continuity
- An inversion of Strassen's law of the iterated logarithm for small time
- Exact rates of convergence of functional limit theorems for Csörgő-Révész increments of a Wiener process.
- First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path
- How big are the increments of a Wiener process?
- How small are the increments of a Wiener process?
- On the functional form of L�vy's modulus of continuity for Brownian motion
- Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
- The rate of convergence in the functional limit theorem for increments of a Brownian motion
Cited in
(18)- Lower bounds for the distribution of suprema of Brownian increments and Brownian motion normalized by the corresponding modulus functions
- A CLT FOR THE THIRD INTEGRATED MOMENT OF BROWNIAN LOCAL TIME INCREMENTS
- The rate of convergence in the functional limit theorem for increments of a Brownian motion
- A note on the sharp \(L^p\)-convergence rate of upcrossings to the Brownian local time
- Local Limit Theorems for Functionals of Random Processes
- On the properties for increments of a local time -- a look through the set of limit points
- Limit theorems for the estimation of \(L^1\) integrals using the Brownian motion
- Small time Chung's law of the iterated logarithm for increments of a Brownian motion
- Limit theorems for general functionals of Brownian local times
- How big are the increments of \(G\)-Brownian motion?
- Local functional limit theorem for Brownian motion with respect to \(C_{r,p}\)-capacity
- scientific article; zbMATH DE number 4092475 (Why is no real title available?)
- Quasi sure local Strassen's law of the iterated logarithm for increments of a Brownian motion
- On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials
- scientific article; zbMATH DE number 6746715 (Why is no real title available?)
- Richter's local limit theorem and Black-Scholes type formulas
- scientific article; zbMATH DE number 3949443 (Why is no real title available?)
- A limit theorem for moments in space of the increments of Brownian local time
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