The uniform modulus of continuity of iterated Brownian motion
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Publication:678079
DOI10.1007/BF02214652zbMath0880.60081OpenAlexW2077488641MaRDI QIDQ678079
Thomas M. Lewis, Davar Khoshnevisan
Publication date: 6 January 1998
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02214652
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Cites Work
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- Probabilistic construction of the solution of some higher order parabolic differential equation
- Exact rates of convergence to Brownian local time
- Laws of the iterated logarithm for iterated Wiener processes
- Global Strassen-type theorems for iterated Brownian motions
- Iterated Brownian motion and stable \((1/4)\) subordinator
- Chung's law of the iterated logarithm for iterated Brownian motion
- The local time of iterated Brownian motion
- On the Maximum Partial Sums of Sequences of Independent Random Variables
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