On Chung's law of the iterated logarithm for the Brownian time Lévy's area process
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Publication:385113
DOI10.1016/j.spl.2013.02.002zbMath1287.60039OpenAlexW2095202101MaRDI QIDQ385113
Publication date: 29 November 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.02.002
Processes with independent increments; Lévy processes (60G51) Strong limit theorems (60F15) Brownian motion (60J65)
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Cites Work
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- Law of the iterated logarithm for Lévy's area process composed with Brownian motion
- A functional LIL for stochastic integrals and the Lévy area process
- Brownian-time processes: The PDE connection and the half-derivative generator
- Laws of the iterated logarithm for iterated Wiener processes
- Lower limits of iterated Wiener processes
- On Chung's law of the iterated logarithm for some stochastic integrals
- Global Strassen-type theorems for iterated Brownian motions
- Chung's law of the iterated logarithm for iterated Brownian motion
- The local time of iterated Brownian motion
- Lifetime asymptotics of iterated Brownian motion in $\mathbb{R}^{n}$
- On the Maximum Partial Sums of Sequences of Independent Random Variables
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