A functional LIL for m-fold integrated Brownian motion

DOI10.1007/S11401-004-0358-ZzbMATH Open1104.60311OpenAlexW1998665232MaRDI QIDQ2432010FDOQ2432010

Rong-Mao Zhang, Zhengyan Lin

Publication date: 24 October 2006

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11401-004-0358-z

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zbMATH Keywords

small ball probabilityfunctional law of the integrated logarithmweighted occupation measure

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Sample path properties (60G17)

Cites Work

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• Skorohod embedding of multivariate RV's, and the sample DF
• Integrated Brownian motions and exact \(L_2\)-small balls
• On Multivariate Normal Probabilities of Rectangles: Their Dependence on Correlations
• On Certain Inequalities for Normal Distributions and their Applications to Simultaneous Confidence Bounds
• A Gaussian correlation inequality and its applications to small ball probabilities
• An Asymptotic Property of Gaussian Processes. I
• Local asymptotic classes for the successive primitives of Brownian motion
• Regular points for the successive primitives of Brownian motion
• Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
• Lim inf results for Gaussian samples and Chung's functional LIL
• Path properties of the primitives of a Brownian motion
• A functional LIL and some weighted occupation measure results for fractional Brownian motion
• A functional LIL for symmetric stable processes.
• Chung’s law for integrated Brownian motion

Cited In (7)

• A functional LIL for stochastic integrals and the Lévy area process
• A functional LIL for integrated \(\alpha \) stable process
• Integrated Brownian motions and exact \(L_2\)-small balls
• A functional LIL and some weighted occupation measure results for fractional Brownian motion
• Chung's law for homogeneous Brownian functionals
• A class of bridges of iterated integrals of Brownian motion related to various boundary value problems involving the one-dimensional polyharmonic operator
• Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion

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