scientific article; zbMATH DE number 4038919
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Publication:3777161
zbMATH Open0637.60043MaRDI QIDQ3777161FDOQ3777161
Authors: Bruno Rémillard, Radu Theodorescu, K. Helmes
Publication date: 1987
Title of this publication is not available (Why is that?)
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- Law of the iterated logarithm for Lévy's area process composed with Brownian motion
- The "local" law of the iterated logarithm for processes related to Lévy's stochastic area process
- A functional LIL for stochastic integrals and the Lévy area process
- Strassen's local law of the iterated logarithm for Lévy's area
Diffusion processes (60J60) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Diffusion processes and stochastic analysis on manifolds (58J65) Sample path properties (60G17)
Cited In (8)
- Functional law of the iterated logarithm for Kiefer processes.
- Lévy area for Gaussian processes: a double Wiener-Itô integral approach
- The "local" law of the iterated logarithm for processes related to Lévy's stochastic area process
- A functional LIL for stochastic integrals and the Lévy area process
- On Chung's law of the iterated logarithm for the Brownian time Lévy's area process
- Title not available (Why is that?)
- Functional laws of the iterated logarithm for a Lévy area with Poisson martingale measure
- On an extension of Lévy's stochastic area process to higher dimensions
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