Limit theorems for the square integral of Brownian motion and its increments
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Publication:1198596
DOI10.1016/0304-4149(92)90123-8zbMATH Open0778.60025OpenAlexW1969580931MaRDI QIDQ1198596FDOQ1198596
Publication date: 16 January 1993
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(92)90123-8
Recommendations
Gaussian processes (60G15) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
Cites Work
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Cited In (15)
- Some \(\liminf\) results on increments of the primitives of Brownian motion
- Landscapes of random diffusivity processes in harmonic potential
- Some limiting laws associated with the integrated Brownian motion
- Karhunen-Loève expansions for the \(m\)-th order detrended Brownian motion
- Upper and lower classes for \(\mathbb{L}^ 2\)- and \(\mathbb{L}^ p\)-norms of Brownian motion and norms of \(\alpha\)-stable motion
- On extremal theory for self-similar processes
- Strong invariance principles for ergodic Markov processes
- A Karhunen-Loève expansion for a mean-centered Brownian bridge
- Karhunen-Loève expansions for the detrended Brownian motion
- An iterated logarithm law for families of Brownian paths
- Lim inf results for the Wiener process and its increments under the \(L_ 2\)-norm
- Ergodic property of Langevin systems with superstatistical, uncorrelated or correlated diffusivity
- Title not available (Why is that?)
- Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\)
- Karhunen-Loève expansion for the second order detrended Brownian motion
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