Upper and lower class separating sequences for Brownian motion with random argument

MaRDI QIDQ4915071zbMATH OpenFDO

Authors Christoph Aistleitner, Siegfried Hörmann

Publication date 16 April 2013

Full work available at URL http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=31.2&nrA=2&ppB=183&ppE=202

zbMATH Keywords

Brownian motionextreme valuesiterated Brownian motionupper-lower class test

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Brownian motion (60J65) Strong limit theorems (60F15)

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(2)

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