On the increments of the Wiener process

DOI10.1007/BF00533740MaRDI QIDQ4743544zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

law of iterated logarithmupper classesincrement processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Strong limit theorems (60F15) Sample path properties (60G17)

Cites work

• scientific article; zbMATH DE number 3858075 (Why is no real title available?)
• A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
• An estimate for the tails of the distribution of the supremum for a class of stationary multiparameter Gaussian processes
• Asymptotic Properties of Gaussian Processes
• How big are the increments of a Wiener process?
• On the increments of Wiener and related processes
• On the law of the iterated logarithm
• On the sequence of partial maxima of some random sequences
• Upcrossing Probabilities for Stationary 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
• How big are the increments of \(G\)-Brownian motion?
• SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL 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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