Iterated Brownian motion and stable \((1/4)\) subordinator
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Publication:1916176
DOI10.1016/0167-7152(95)00051-8zbMath0854.60082OpenAlexW1992075412MaRDI QIDQ1916176
Publication date: 13 January 1997
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(95)00051-8
Related Items (15)
Iterated Brownian motion in an open set. ⋮ Laws of the iterated logarithm for a class of iterated processes ⋮ Processes iterated ad libitum ⋮ On the asymptotics of supremum distribution for some iterated processes ⋮ The local time of iterated Brownian motion ⋮ Asymptotic properties of Brownian motion delayed by inverse subordinators ⋮ Random walks on comb-type subsets of \(\mathbb{Z}^2\) ⋮ The uniform modulus of continuity of iterated Brownian motion ⋮ Iterating Brownian motions, ad libitum ⋮ On the local time of random walk on the 2-dimensional comb ⋮ On the occupation time of an iterated process having no local time ⋮ Iterated Brownian motion ad libitum is not the pseudo-arc ⋮ Stochastic calculus for Brownian motion on a Brownian fracture ⋮ Strassen theorems for a class of iterated processes ⋮ Some Results and Problems for Anisotropic Random Walks on the Plane
Cites Work
- Brownian local time approximated by a Wiener sheet
- Probabilistic construction of the solution of some higher order parabolic differential equation
- Laws of the iterated logarithm for iterated Wiener processes
- Lower limits of iterated Wiener processes
- The Csörgö-Révész modulus of non-differentiability of iterated Brownian motion
- Chung's law of the iterated logarithm for iterated Brownian motion
- Sample functions behavior of increasing processes with stationary, independent increments
- A strong law for the maximum cumulative sum of independent random variables
- A lower lipschitz condition for the stable subordinator
- Correction Notes: Correction to "A Delicate Law of the Iterated Logarithm for Non-Decreasing Stable Processes"
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