A functional LIL for m-fold integrated Brownian motion

DOI10.1007/S11401-004-0358-ZMaRDI QIDQ2432010zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

functional law of the integrated logarithmsmall ball probabilityweighted occupation measure

Mathematics Subject Classification ID

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

Recommendations

• A General form of the Functional LIL for Banach-Valued Brownian Motion
• A functional LIL for stochastic integrals and the Lévy area process
• A functional LIL and some weighted occupation measure results for fractional Brownian motion
• Strassen's functional LIL for n-times iterated fractional Brownian motion
• On the stochastic integral representation of Brownian functionals
• An integral functional driven by fractional Brownian motion
• scientific article; zbMATH DE number 148788
• Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion

Cites work

• A functional LIL and some weighted occupation measure results for fractional Brownian motion
• A functional LIL for symmetric stable processes.
• A Gaussian correlation inequality and its applications to small ball probabilities
• An Asymptotic Property of Gaussian Processes. I
• Chung’s law for integrated Brownian motion
• scientific article; zbMATH DE number 3856278 (Why is no real title available?)
• scientific article; zbMATH DE number 3858075 (Why is no real title available?)
• scientific article; zbMATH DE number 3633568 (Why is no real title available?)
• Integrated Brownian motions and exact \(L_2\)-small balls
• Lim inf results for Gaussian samples and Chung's functional LIL
• Local asymptotic classes for the successive primitives of Brownian motion
• On Certain Inequalities for Normal Distributions and their Applications to Simultaneous Confidence Bounds
• On Multivariate Normal Probabilities of Rectangles: Their Dependence on Correlations
• Path properties of the primitives of a Brownian motion
• Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
• Regular points for the successive primitives of Brownian motion
• Skorohod embedding of multivariate RV's, and the sample DF

Cited in

(10)

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

This page was built for publication: A functional LIL for \(m\)-fold integrated Brownian motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2432010)