The uniform modulus of continuity of iterated Brownian motion

DOI10.1007/BF02214652zbMATH Open0880.60081OpenAlexW2077488641MaRDI QIDQ678079FDOQ678079

Authors: D. Khoshnevisan, Thomas M. Lewis 

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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zbMATH Keywords

uniform modulus of continuityRay-Knight theoremIterated Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

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• Chung's law of the iterated logarithm for iterated Brownian motion
• The local time of iterated Brownian motion
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• Exact rates of convergence to Brownian local time

Cited In (24)

• Stochastic calculus for Brownian motion on a Brownian fracture
• A functional modulus of continuity for Brownian motion
• Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion
• A generalization of Strassen's law and Lévy's modulus of continuity for $\boldsymbol{G}$-Brownian motion
• On the logarithmic average of iterated processes
• Law of the iterated logarithm for Lévy's area process composed with Brownian motion
• On the uniform modulus of continuity for samle paths of the \(N\)-parameter Wiener process
• Fractional diffusion equations and processes with randomly varying time
• Brownian continuity modulus via series expansions
• Laws of the iterated logarithm for a class of iterated processes
• The local time of iterated Brownian motion
• The last zero-crossing of an iterated brownian motion with drift
• Title not available (Why is that?)
• Fluctuations of the power variation of fractional Brownian motion in Brownian time
• Strassen theorems for a class of iterated processes
• Title not available (Why is that?)
• The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion
• Stochastic velocity motions and processes with random time
• The modulus of continuity theorem for G-Brownian motion
• On the functional form of L�vy's modulus of continuity for Brownian motion
• Iterated stochastic processes: simulation and relationship with high order partial differential equations
• On the occupation time of an iterated process having no local time
• The fractal dimensions of the level sets of the generalized iterated Brownian motion
• Iterated Brownian motion in an open set.

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