On the law of the iterated logarithm for Gaussian processes
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Publication:1900331
DOI10.1007/BF02410116zbMATH Open0839.60040MaRDI QIDQ1900331FDOQ1900331
Authors: Miguel A. Arcones 
Publication date: 31 October 1995
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
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- Gaussian processes, moving averages and quick detection problems
- Sequential compactness of certain sequences of Gaussian random variables with values in \(C[0,1]\)
- On the extreme values of Gaussian processes
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Cited In (40)
- The law of the iterated logarithm for the Gaussian free field
- Stochastic calculus for Brownian motion on a Brownian fracture
- Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion
- Almost sure and moment stability properties of fractional order Black-Scholes model
- Title not available (Why is that?)
- Stochastic porous media equation driven by fractional Brownian motion
- Fine properties of fractional Brownian motions on Wiener space
- Hypothesis testing in a fractional Ornstein-Uhlenbeck model
- Option pricing of a mixed fractional-fractional version of the Black-Scholes model
- Strassen's law of the iterated logarithm for stochastic Volterra equations and applications
- Option pricing of fractional version of the Black-Scholes model with Hurst exponent \(H\) being in \((\frac{1}{3},\frac{1}{2})\).
- Title not available (Why is that?)
- Invariance for rough differential equations
- The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequences
- Upper semicontinuity of random attractors for random differential equations with nonlinear diffusion terms. I: Finite-dimensional case
- Chung-type law of the iterated logarithm on \(l^p\)-valued Gaussian processes
- The local time of iterated Brownian motion
- When does fractional Brownian motion not behave as a continuous function with bounded variation?
- Finite-time blowup and existence of global positive solutions of a semi-linear stochastic partial differential equation with fractional noise
- Couplings and strong approximations to time-dependent empirical processes based on i.i.d. fractional Brownian motions
- Path properties of a generalized fractional Brownian motion
- A Wavelet-Based Almost-Sure Uniform Approximation of Fractional Brownian Motion with a Parallel Algorithm
- On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
- Representation formulae for the fractional Brownian motion
- Impacts of noise on quenching of some models arising in MEMS technology
- Iterated logarithm law for local times for a class of Gaussian processes
- Estimation of the volatility persistence in a discretely observed diffusion model
- Fractional noise destroys or induces a stochastic bifurcation
- \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data
- Strassen theorems for a class of iterated processes
- Fractional integral equations and state space transforms
- Necessary and sufficient conditions for Hölder continuity of Gaussian processes
- Probabilistic approach to the heat equation with a dynamic Hardy-type potential
- Cameron–Martin type theorem for a class of non-Gaussian measures
- Title not available (Why is that?)
- An Osgood criterion for integral equations with applications to stochastic differential equations with an additive noise
- On the most visited sites of symmetric Markov processes.
- On the occupation time of an iterated process having no local time
- Iterated Brownian motion in an open set.
- Approximate lognormality of the sample semi-variogram under a gaussian process
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