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

DOI10.1016/0167-7152(94)00127-TMaRDI QIDQ1892963zbMATH OpenFDO

Authors Madjid Amir, Frank B. Knight

Publication date 31 October 1995

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)00127-T

zbMATH Keywords

law of the iterated logarithmsticky Brownian motion

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65)

Review text

For the sticky Brownian motion local properties analogous to the law of the iterated logarithm for the standard Brownian motion are obtained.

Cites work

• scientific article; zbMATH DE number 3837095 (Why is no real title available?)
• scientific article; zbMATH DE number 3484987 (Why is no real title available?)
• scientific article; zbMATH DE number 3447884 (Why is no real title available?)
• scientific article; zbMATH DE number 3366273 (Why is no real title available?)
• Local laws of the iterated logarithm for diffusions
• Local variation of diffusion in local time
• Sticky Brownian motion as the limit of storage processes
• Sticky Brownian motion as the strong limit of a sequence of random walks

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