On the increments of the Wiener process
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Publication:4743544
DOI10.1007/BF00533740zbMATH Open0506.60082OpenAlexW1995543571MaRDI QIDQ4743544FDOQ4743544
Authors: Mario Wschebor, Joaquín Ortega 
Publication date: 1984
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00533740
Gaussian processes (60G15) Brownian motion (60J65) Strong limit theorems (60F15) Sample path properties (60G17)
Cites Work
- Upcrossing Probabilities for Stationary Gaussian Processes
- Asymptotic Properties of Gaussian Processes
- On the law of the iterated logarithm
- On the increments of Wiener and related processes
- Title not available (Why is that?)
- A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
- How big are the increments of a Wiener process?
- On the sequence of partial maxima of some random sequences
- An estimate for the tails of the distribution of the supremum for a class of stationary multiparameter Gaussian processes
- Über das Irrfahrtproblem
Cited In (8)
- Upper classes for the increments of fractional Wiener processes
- First passage time for some stationary processes
- Invariance principles for renewal processes when only moments of low order exist
- SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION
- How big are the increments of \(G\)-Brownian motion?
- Exact convergence rates in strong approximation laws for large increments of partial sums
- Limit laws for the modulus of continuity of the partial sum process and for the Shepp statistic
- Upper classes for the increments of the fractional Wiener process
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