Iterating Brownian motions, ad libitum

DOI10.1007/s10959-012-0434-3zbMath1331.60159arXiv1112.3776MaRDI QIDQ2248931

Nicolas Curien, Takis Konstantopoulos

Publication date: 27 June 2014

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.3776

zbMATH Keywords

weak convergence; exchangeability; local time; random measure; iterated Brownian motion; Harris chain; de Finetti-Hewitt-Savage theorem

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60J05: Discrete-time Markov processes on general state spaces

60J65: Brownian motion

60G57: Random measures

60E99: Distribution theory

60J55: Local time and additive functionals

60G09: Exchangeability for stochastic processes

Related Items

Strong approximation of stochastic processes at random times and application to their exact simulation, Random continuum and Brownian motion, Processes iterated ad libitum, A fully stochastic approach to limit theorems for iterates of Bernstein operators, Extremes of randomly scaled Gumbel risks, On the asymptotics of supremum distribution for some iterated processes, Iterated Brownian motion ad libitum is not the pseudo-arc, Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes

Cites Work

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