Law of the iterated logarithm for Lévy's area process composed with Brownian motion
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Publication:1305225
DOI10.1016/S0167-7152(98)00139-4zbMath0933.60016MaRDI QIDQ1305225
Publication date: 27 March 2000
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
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Cites Work
- The uniform modulus of continuity of iterated Brownian motion
- The Csörgö-Révész modulus of non-differentiability of iterated Brownian motion
- Probabilities on the Heisenberg group: limit theorems and Brownian motion
- The "local" law of the iterated logarithm for processes related to Lévy's stochastic area process
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